BVT Call 66 NEE 21.06.2024
/ DE000VM1YYA6
BVT Call 66 NEE 21.06.2024/ DE000VM1YYA6 /
| 2024-06-18 8:04:21 PM |
Chg.-0.290 |
Bid8:03:26 AM |
Ask8:03:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-43.94% |
0.380
Bid Size: 7,900 |
0.420
Ask Size: 7,900 |
NextEra Energy Inc |
66.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM1YYA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.27 |
| Parity: |
0.59 |
| Time value: |
0.02 |
| Break-even: |
67.55 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.91 |
| Theta: |
-0.13 |
| Omega: |
10.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.220 |
| High: |
0.420 |
| Low: |
0.220 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.94% |
| 1 Month |
|
|
-60.64% |
| 3 Months |
|
|
+166.19% |
| YTD |
|
|
+27.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.370 |
| 1M High / 1M Low: |
1.210 |
0.370 |
| 6M High / 6M Low: |
1.210 |
0.039 |
| High (YTD): |
2024-05-31 |
1.210 |
| Low (YTD): |
2024-03-04 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.354 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
250.47% |
| Volatility 6M: |
|
275.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
