BVT Call 68 NEE 21.06.2024
/ DE000VM0Y9A8
BVT Call 68 NEE 21.06.2024/ DE000VM0Y9A8 /
| 2024-06-19 2:09:30 PM |
Chg.+0.004 |
Bid4:36:23 PM |
Ask4:36:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.204EUR |
+2.00% |
0.206
Bid Size: 14,000 |
0.233
Ask Size: 14,000 |
NextEra Energy Inc |
68.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0Y9A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.27 |
| Parity: |
0.23 |
| Time value: |
0.05 |
| Break-even: |
66.12 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
3.32 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.76 |
| Theta: |
-0.28 |
| Omega: |
17.72 |
| Rho: |
0.00 |
Quote data
| Open: |
0.186 |
| High: |
0.204 |
| Low: |
0.186 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.50% |
| 1 Month |
|
|
-73.51% |
| 3 Months |
|
|
+114.74% |
| YTD |
|
|
-10.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.200 |
| 1M High / 1M Low: |
1.030 |
0.200 |
| 6M High / 6M Low: |
1.030 |
0.024 |
| High (YTD): |
2024-05-31 |
1.030 |
| Low (YTD): |
2024-03-04 |
0.024 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.732 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
314.87% |
| Volatility 6M: |
|
314.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
