BVT Call 64 HEI 20.09.2024
/ DE000VM454P7
BVT Call 64 HEI 20.09.2024/ DE000VM454P7 /
11/09/2024 08:18:31 |
Chg.+0.01 |
Bid10:14:32 |
Ask10:14:32 |
Underlying |
Strike price |
Expiration date |
Option type |
2.71EUR |
+0.37% |
2.79 Bid Size: 36,000 |
2.80 Ask Size: 36,000 |
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: |
3.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.67 |
Intrinsic value: |
2.67 |
Implied volatility: |
1.73 |
Historic volatility: |
0.23 |
Parity: |
2.67 |
Time value: |
0.10 |
Break-even: |
91.70 |
Moneyness: |
1.42 |
Premium: |
0.01 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.06 |
Spread %: |
2.21% |
Delta: |
0.92 |
Theta: |
-0.20 |
Omega: |
3.02 |
Rho: |
0.01 |
Quote data
Open: |
2.71 |
High: |
2.71 |
Low: |
2.71 |
Previous Close: |
2.70 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.14% |
1 Month |
|
|
+10.16% |
3 Months |
|
|
-17.63% |
YTD |
|
|
+40.41% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.95 |
2.70 |
1M High / 1M Low: |
3.25 |
2.41 |
6M High / 6M Low: |
3.89 |
2.37 |
High (YTD): |
17/07/2024 |
3.89 |
Low (YTD): |
03/01/2024 |
1.75 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.80 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.83 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.25 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
52.69% |
Volatility 6M: |
|
67.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |