BVT Call 66 NEE 21.06.2024
/ DE000VM1YYA6
BVT Call 66 NEE 21.06.2024/ DE000VM1YYA6 /
| 19/06/2024 08:58:31 |
Chg.+0.110 |
Bid14:19:42 |
Ask14:19:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+42.31% |
0.380
Bid Size: 14,000 |
0.400
Ask Size: 14,000 |
NextEra Energy Inc |
66.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
04/09/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.27 |
| Parity: |
0.41 |
| Time value: |
0.04 |
| Break-even: |
65.96 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.85 |
| Theta: |
-0.26 |
| Omega: |
12.35 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.19% |
| 1 Month |
|
|
-62.24% |
| 3 Months |
|
|
+224.56% |
| YTD |
|
|
+27.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.260 |
| 1M High / 1M Low: |
1.320 |
0.260 |
| 6M High / 6M Low: |
1.320 |
0.045 |
| High (YTD): |
03/06/2024 |
1.320 |
| Low (YTD): |
05/03/2024 |
0.045 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.88% |
| Volatility 6M: |
|
275.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
