BVT Call 62 NEE 20.09.2024
/ DE000VM3MUZ2
BVT Call 62 NEE 20.09.2024/ DE000VM3MUZ2 /
| 8/9/2024 8:01:38 PM |
Chg.-0.010 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.480EUR |
-0.67% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
62.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MUZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 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: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
1.42 |
| Time value: |
0.04 |
| Break-even: |
71.40 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
4.63 |
| Rho: |
0.06 |
Quote data
| Open: |
1.470 |
| High: |
1.490 |
| Low: |
1.420 |
| Previous Close: |
1.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.27% |
| 1 Month |
|
|
+16.54% |
| 3 Months |
|
|
+16.54% |
| YTD |
|
|
+159.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.440 |
| 1M High / 1M Low: |
1.530 |
0.930 |
| 6M High / 6M Low: |
1.650 |
0.190 |
| High (YTD): |
5/31/2024 |
1.650 |
| Low (YTD): |
3/4/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.888 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.62% |
| Volatility 6M: |
|
167.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
