BVT Call 66 NEE 21.06.2024
/ DE000VM1YYA6
BVT Call 66 NEE 21.06.2024/ DE000VM1YYA6 /
| 6/18/2024 9:52:33 AM |
Chg.-0.430 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
-62.32% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
66.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
9/4/2023 |
| Last trading day: |
6/21/2024 |
| 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: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-74.76% |
| 1 Month |
|
|
-73.47% |
| 3 Months |
|
|
+116.67% |
| YTD |
|
|
-10.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.030 |
0.620 |
| 1M High / 1M Low: |
1.320 |
0.620 |
| 6M High / 6M Low: |
1.320 |
0.045 |
| High (YTD): |
6/3/2024 |
1.320 |
| Low (YTD): |
3/5/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.952 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.95% |
| Volatility 6M: |
|
260.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
