BVT Call 64 NEE 21.06.2024
/ DE000VM3VUG3
BVT Call 64 NEE 21.06.2024/ DE000VM3VUG3 /
| 17/06/2024 08:54:19 |
Chg.+0.010 |
Bid13:18:30 |
Ask13:18:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
+1.16% |
0.870
Bid Size: 8,000 |
0.900
Ask Size: 8,000 |
NextEra Energy Inc |
64.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM3VUG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.27 |
| Parity: |
0.85 |
| Time value: |
0.03 |
| Break-even: |
68.60 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.15% |
| Delta: |
0.91 |
| Theta: |
-0.15 |
| Omega: |
7.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.18% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
+424.10% |
| YTD |
|
|
+141.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.800 |
| 1M High / 1M Low: |
1.510 |
0.800 |
| 6M High / 6M Low: |
1.510 |
0.066 |
| High (YTD): |
03/06/2024 |
1.510 |
| Low (YTD): |
05/03/2024 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.148 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.439 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.38% |
| Volatility 6M: |
|
240.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
