BVT Call 85 NEM 21.06.2024
/ DE000VU9UJD2
BVT Call 85 NEM 21.06.2024/ DE000VU9UJD2 /
| 6/7/2024 6:12:38 PM |
Chg.-0.24 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
-19.35% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
85.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU9UJD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/13/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.31 |
| Parity: |
0.90 |
| Time value: |
0.19 |
| Break-even: |
95.80 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.09 |
| Spread %: |
9.09% |
| Delta: |
0.79 |
| Theta: |
-0.16 |
| Omega: |
6.83 |
| Rho: |
0.02 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
0.94 |
| Previous Close: |
1.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+400.00% |
| 1 Month |
|
|
+194.12% |
| 3 Months |
|
|
+7.53% |
| YTD |
|
|
+72.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.36 |
| 1M High / 1M Low: |
1.24 |
0.20 |
| 6M High / 6M Low: |
1.24 |
0.20 |
| High (YTD): |
6/6/2024 |
1.24 |
| Low (YTD): |
5/31/2024 |
0.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
627.14% |
| Volatility 6M: |
|
331.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
