BVT Call 110 NEM 20.12.2024
/ DE000VM84NL0
BVT Call 110 NEM 20.12.2024/ DE000VM84NL0 /
| 2024-10-04 8:02:02 PM |
Chg.+0.014 |
Bid9:54:11 PM |
Ask9:54:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.094EUR |
+17.50% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
110.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM84NL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
84.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-1.64 |
| Time value: |
0.11 |
| Break-even: |
111.11 |
| Moneyness: |
0.85 |
| Premium: |
0.19 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.01 |
| Spread %: |
12.12% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
13.76 |
| Rho: |
0.03 |
Quote data
| Open: |
0.088 |
| High: |
0.098 |
| Low: |
0.088 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.32% |
| 1 Month |
|
|
+70.91% |
| 3 Months |
|
|
-74.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.098 |
0.080 |
| 1M High / 1M Low: |
0.111 |
0.032 |
| 6M High / 6M Low: |
0.490 |
0.032 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.087 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.196 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.68% |
| Volatility 6M: |
|
337.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
