BVT Call 64 HEI 20.09.2024
/ DE000VM454P7
BVT Call 64 HEI 20.09.2024/ DE000VM454P7 /
| 10/07/2024 20:04:02 |
Chg.+0.020 |
Bid21:59:09 |
Ask21:59:09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.470EUR |
+0.58% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
64.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM454P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.23 |
| Parity: |
3.36 |
| Time value: |
0.13 |
| Break-even: |
98.90 |
| Moneyness: |
1.53 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
1.75% |
| Delta: |
0.94 |
| Theta: |
-0.03 |
| Omega: |
2.64 |
| Rho: |
0.11 |
Quote data
| Open: |
3.440 |
| High: |
3.480 |
| Low: |
3.440 |
| Previous Close: |
3.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.25% |
| 1 Month |
|
|
+7.76% |
| 3 Months |
|
|
+5.15% |
| YTD |
|
|
+77.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.630 |
3.450 |
| 1M High / 1M Low: |
3.630 |
3.130 |
| 6M High / 6M Low: |
3.870 |
1.970 |
| High (YTD): |
15/05/2024 |
3.870 |
| Low (YTD): |
03/01/2024 |
1.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.341 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.000 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.23% |
| Volatility 6M: |
|
68.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
