BVT Call 88 NEM 21.06.2024
/ DE000VU9ELV4
BVT Call 88 NEM 21.06.2024/ DE000VU9ELV4 /
| 2024-06-14 6:12:27 PM |
Chg.-0.110 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-20.75% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
88.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9ELV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.31 |
| Parity: |
0.27 |
| Time value: |
0.22 |
| Break-even: |
92.90 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
3.30 |
| Spread abs.: |
0.07 |
| Spread %: |
16.67% |
| Delta: |
0.65 |
| Theta: |
-0.27 |
| Omega: |
11.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.420 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.47% |
| 1 Month |
|
|
+50.00% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
-12.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.420 |
| 1M High / 1M Low: |
0.960 |
0.099 |
| 6M High / 6M Low: |
1.040 |
0.099 |
| High (YTD): |
2024-02-08 |
1.040 |
| Low (YTD): |
2024-05-31 |
0.099 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.461 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.526 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
869.74% |
| Volatility 6M: |
|
422.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
