BVT Call 82 NEM 21.06.2024
/ DE000VU9ELM3
BVT Call 82 NEM 21.06.2024/ DE000VU9ELM3 /
| 2024-06-14 6:12:27 PM |
Chg.-0.130 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
-12.15% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
82.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9ELM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.31 |
| Parity: |
0.87 |
| Time value: |
0.16 |
| Break-even: |
92.30 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
1.90 |
| Spread abs.: |
0.09 |
| Spread %: |
9.57% |
| Delta: |
0.79 |
| Theta: |
-0.30 |
| Omega: |
6.97 |
| Rho: |
0.01 |
Quote data
| Open: |
1.090 |
| High: |
1.090 |
| Low: |
0.940 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.56% |
| 1 Month |
|
|
+34.29% |
| 3 Months |
|
|
+18.99% |
| YTD |
|
|
+32.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.940 |
| 1M High / 1M Low: |
1.520 |
0.370 |
| 6M High / 6M Low: |
1.520 |
0.340 |
| High (YTD): |
2024-06-06 |
1.520 |
| Low (YTD): |
2024-05-02 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.945 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.874 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
456.84% |
| Volatility 6M: |
|
267.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
