BVT Call 72 NEE 21.06.2024
/ DE000VU9SEH8
BVT Call 72 NEE 21.06.2024/ DE000VU9SEH8 /
| 03/06/2024 08:18:32 |
Chg.+0.190 |
Bid18:12:05 |
Ask18:12:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+32.20% |
0.700
Bid Size: 29,000 |
0.710
Ask Size: 29,000 |
NextEra Energy Inc |
72.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VU9SEH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
11/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.74 |
| Time value: |
0.06 |
| Break-even: |
74.34 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
8.04 |
| Rho: |
0.03 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.780 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+62.50% |
| 1 Month |
|
|
+495.42% |
| 3 Months |
|
|
+5471.43% |
| YTD |
|
|
+465.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.450 |
| 1M High / 1M Low: |
0.590 |
0.131 |
| 6M High / 6M Low: |
0.590 |
0.011 |
| High (YTD): |
31/05/2024 |
0.590 |
| Low (YTD): |
05/03/2024 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.123 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.49% |
| Volatility 6M: |
|
344.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
