BVT Call 110 NEM 21.03.2025
/ DE000VD3HV40
BVT Call 110 NEM 21.03.2025/ DE000VD3HV40 /
| 2024-11-08 2:08:36 PM |
Chg.+0.020 |
Bid2024-11-08 |
Ask2024-11-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+3.70% |
0.560
Bid Size: 31,000 |
0.580
Ask Size: 31,000 |
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: |
17.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.29 |
| Parity: |
-0.52 |
| Time value: |
0.61 |
| Break-even: |
116.10 |
| Moneyness: |
0.95 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.06 |
| Spread %: |
10.91% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
7.86 |
| Rho: |
0.15 |
Quote data
| Open: |
0.530 |
| High: |
0.560 |
| Low: |
0.500 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.37% |
| 1 Month |
|
|
+69.70% |
| 3 Months |
|
|
+93.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.310 |
| 1M High / 1M Low: |
0.540 |
0.310 |
| 6M High / 6M Low: |
0.700 |
0.163 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
695.652 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
121.212 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.50% |
| Volatility 6M: |
|
221.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
