BVT Call 65 NEE 21.06.2024
/ DE000VM2JUN6
BVT Call 65 NEE 21.06.2024/ DE000VM2JUN6 /
| 2024-06-14 8:45:37 AM |
Chg.+0.060 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+8.45% |
-
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: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.27 |
| Parity: |
0.75 |
| Time value: |
0.03 |
| Break-even: |
68.52 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.92 |
| Theta: |
-0.08 |
| Omega: |
8.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.710 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.63% |
| 1 Month |
|
|
-22.22% |
| 3 Months |
|
|
+453.96% |
| YTD |
|
|
+140.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
0.710 |
| 1M High / 1M Low: |
1.410 |
0.710 |
| 6M High / 6M Low: |
1.410 |
0.053 |
| High (YTD): |
2024-06-03 |
1.410 |
| Low (YTD): |
2024-03-05 |
0.053 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.866 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.92% |
| Volatility 6M: |
|
246.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
