BVT Call 110 NEM 20.12.2024
/ DE000VM84NL0
BVT Call 110 NEM 20.12.2024/ DE000VM84NL0 /
| 2024-07-26 11:09:10 AM |
Chg.-0.001 |
Bid11:37:47 AM |
Ask11:37:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.114EUR |
-0.87% |
0.106
Bid Size: 37,000 |
0.116
Ask Size: 37,000 |
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: |
71.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.30 |
| Parity: |
-2.40 |
| Time value: |
0.12 |
| Break-even: |
111.21 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.89 |
| Spread abs.: |
0.01 |
| Spread %: |
9.01% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
10.50 |
| Rho: |
0.05 |
Quote data
| Open: |
0.109 |
| High: |
0.114 |
| Low: |
0.109 |
| Previous Close: |
0.115 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.71% |
| 1 Month |
|
|
-67.43% |
| 3 Months |
|
|
-38.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.219 |
0.115 |
| 1M High / 1M Low: |
0.370 |
0.115 |
| 6M High / 6M Low: |
0.630 |
0.115 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.174 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.274 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.324 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.06% |
| Volatility 6M: |
|
264.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
