BVT Call 62 NEM 21.06.2024
/ DE000VU9KFP5
BVT Call 62 NEM 21.06.2024/ DE000VU9KFP5 /
22/05/2024 10:30:06 |
Chg.0.000 |
Bid10:38:24 |
Ask10:38:24 |
Underlying |
Strike price |
Expiration date |
Option type |
2.910EUR |
0.00% |
2.970 Bid Size: 17,000 |
2.980 Ask Size: 17,000 |
NEMETSCHEK SE O.N. |
62.00 EUR |
21/06/2024 |
Call |
Master data
WKN: |
VU9KFP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NEMETSCHEK SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
62.00 EUR |
Maturity: |
21/06/2024 |
Issue date: |
07/07/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.89 |
Intrinsic value: |
2.88 |
Implied volatility: |
1.07 |
Historic volatility: |
0.30 |
Parity: |
2.88 |
Time value: |
0.14 |
Break-even: |
92.10 |
Moneyness: |
1.46 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.10 |
Spread %: |
3.44% |
Delta: |
0.92 |
Theta: |
-0.07 |
Omega: |
2.77 |
Rho: |
0.04 |
Quote data
Open: |
2.910 |
High: |
2.910 |
Low: |
2.910 |
Previous Close: |
2.910 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.79% |
1 Month |
|
|
+42.65% |
3 Months |
|
|
+2.11% |
YTD |
|
|
+41.95% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.910 |
2.570 |
1M High / 1M Low: |
2.910 |
1.890 |
6M High / 6M Low: |
3.180 |
1.620 |
High (YTD): |
27/03/2024 |
3.180 |
Low (YTD): |
05/01/2024 |
1.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.313 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.405 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.85% |
Volatility 6M: |
|
99.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |