BVT Call 56 NEE 20.09.2024
/ DE000VM3MU52
BVT Call 56 NEE 20.09.2024/ DE000VM3MU52 /
| 9/13/2024 7:44:14 PM |
Chg.+0.050 |
Bid9:59:03 PM |
Ask9:59:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
+1.98% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
56.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MU5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.59 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.27 |
| Parity: |
2.59 |
| Time value: |
0.02 |
| Break-even: |
76.66 |
| Moneyness: |
1.51 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.38% |
| Delta: |
0.97 |
| Theta: |
-0.10 |
| Omega: |
2.85 |
| Rho: |
0.01 |
Quote data
| Open: |
2.490 |
| High: |
2.580 |
| Low: |
2.490 |
| Previous Close: |
2.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.82% |
| 1 Month |
|
|
+31.12% |
| 3 Months |
|
|
+53.89% |
| YTD |
|
|
+185.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.570 |
2.250 |
| 1M High / 1M Low: |
2.570 |
1.960 |
| 6M High / 6M Low: |
2.570 |
0.680 |
| High (YTD): |
9/13/2024 |
2.570 |
| Low (YTD): |
3/4/2024 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.211 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.640 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.16% |
| Volatility 6M: |
|
98.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
