BVT Call 110 NEM 21.03.2025/  DE000VD3HV40  /

Frankfurt Zert./VONT
2024-07-26  4:44:36 PM Chg.-0.010 Bid5:31:12 PM Ask5:31:12 PM Underlying Strike price Expiration date Option type
0.270EUR -3.57% 0.280
Bid Size: 500
0.320
Ask Size: 500
NEMETSCHEK SE O.N. 110.00 EUR 2025-03-21 Call
 

Master data

WKN: VD3HV4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: NEMETSCHEK SE O.N.
Type: Warrant
Option type: Call
Strike price: 110.00 EUR
Maturity: 2025-03-21
Issue date: 2024-04-08
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 29.67
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.30
Parity: -2.40
Time value: 0.29
Break-even: 112.90
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.52
Spread abs.: 0.02
Spread %: 7.41%
Delta: 0.24
Theta: -0.02
Omega: 7.19
Rho: 0.12
 

Quote data

Open: 0.270
High: 0.280
Low: 0.270
Previous Close: 0.280
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.95%
1 Month
  -50.91%
3 Months
  -15.63%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.280
1M High / 1M Low: 0.580 0.280
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.342
Avg. volume 1W:   0.000
Avg. price 1M:   0.461
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   169.94%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -