BVT Call 65 NEM 21.06.2024
/ DE000VU9UJX0
BVT Call 65 NEM 21.06.2024/ DE000VU9UJX0 /
| 2024-06-19 7:54:32 PM |
Chg.+0.030 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.650EUR |
+1.15% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
65.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9UJX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
3.97 |
| Historic volatility: |
0.31 |
| Parity: |
2.57 |
| Time value: |
0.15 |
| Break-even: |
92.10 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
17.10 |
| Spread abs.: |
0.10 |
| Spread %: |
3.83% |
| Delta: |
0.90 |
| Theta: |
-1.18 |
| Omega: |
3.01 |
| Rho: |
0.00 |
Quote data
| Open: |
2.570 |
| High: |
2.650 |
| Low: |
2.550 |
| Previous Close: |
2.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.86% |
| 1 Month |
|
|
+14.22% |
| 3 Months |
|
|
+12.77% |
| YTD |
|
|
+46.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.940 |
2.540 |
| 1M High / 1M Low: |
3.190 |
1.890 |
| 6M High / 6M Low: |
3.190 |
1.400 |
| High (YTD): |
2024-06-06 |
3.190 |
| Low (YTD): |
2024-01-05 |
1.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.250 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.40% |
| Volatility 6M: |
|
117.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
