BVT Call 64 HEI 20.09.2024
/ DE000VM454P7
BVT Call 64 HEI 20.09.2024/ DE000VM454P7 /
| 2024-06-25 8:04:38 PM |
Chg.-0.080 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.150EUR |
-2.48% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
64.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM454P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.25 |
| Intrinsic value: |
3.20 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.23 |
| Parity: |
3.20 |
| Time value: |
0.08 |
| Break-even: |
96.80 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.06 |
| Spread %: |
1.86% |
| Delta: |
0.97 |
| Theta: |
-0.01 |
| Omega: |
2.84 |
| Rho: |
0.14 |
Quote data
| Open: |
3.150 |
| High: |
3.180 |
| Low: |
3.140 |
| Previous Close: |
3.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-14.40% |
| 3 Months |
|
|
-14.17% |
| YTD |
|
|
+61.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.300 |
3.130 |
| 1M High / 1M Low: |
3.690 |
3.130 |
| 6M High / 6M Low: |
3.870 |
1.750 |
| High (YTD): |
2024-05-15 |
3.870 |
| Low (YTD): |
2024-01-03 |
1.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.319 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.882 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.14% |
| Volatility 6M: |
|
70.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
