BVT Call 65 NEE 21.06.2024
/ DE000VM2JUN6
BVT Call 65 NEE 21.06.2024/ DE000VM2JUN6 /
| 2024-06-18 7:53:33 PM |
Chg.-0.320 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-41.56% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2JUN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.27 |
| Parity: |
0.68 |
| Time value: |
0.02 |
| Break-even: |
67.52 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.93 |
| Theta: |
-0.13 |
| Omega: |
8.90 |
| Rho: |
0.00 |
Quote data
| Open: |
0.320 |
| High: |
0.510 |
| Low: |
0.320 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.71% |
| 1 Month |
|
|
-56.31% |
| 3 Months |
|
|
+216.90% |
| YTD |
|
|
+40.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.700 |
| 1M High / 1M Low: |
1.300 |
0.700 |
| 6M High / 6M Low: |
1.300 |
0.047 |
| High (YTD): |
2024-05-31 |
1.300 |
| Low (YTD): |
2024-03-04 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.398 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.26% |
| Volatility 6M: |
|
261.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
