BVT Call 64 HEI 20.09.2024
/ DE000VM454P7
BVT Call 64 HEI 20.09.2024/ DE000VM454P7 /
| 05/08/2024 08:13:21 |
Chg.-0.50 |
Bid19:43:26 |
Ask19:43:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-16.84% |
2.46
Bid Size: 6,000 |
2.54
Ask Size: 6,000 |
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: |
3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.23 |
| Parity: |
2.57 |
| Time value: |
0.18 |
| Break-even: |
91.50 |
| Moneyness: |
1.40 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.06 |
| Spread %: |
2.23% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
2.93 |
| Rho: |
0.07 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.51% |
| 1 Month |
|
|
-30.62% |
| 3 Months |
|
|
-20.83% |
| YTD |
|
|
+27.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.66 |
2.97 |
| 1M High / 1M Low: |
3.89 |
2.97 |
| 6M High / 6M Low: |
3.89 |
2.00 |
| High (YTD): |
17/07/2024 |
3.89 |
| Low (YTD): |
03/01/2024 |
1.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.47% |
| Volatility 6M: |
|
69.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
