BVT Call 64 HEI 20.09.2024
/ DE000VM454P7
BVT Call 64 HEI 20.09.2024/ DE000VM454P7 /
| 6/28/2024 8:16:25 AM |
Chg.+0.19 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.35EUR |
+6.01% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
64.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.34 |
| Intrinsic value: |
3.28 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.23 |
| Parity: |
3.28 |
| Time value: |
0.11 |
| Break-even: |
97.90 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.80% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.73 |
| Rho: |
0.13 |
Quote data
| Open: |
3.35 |
| High: |
3.35 |
| Low: |
3.35 |
| Previous Close: |
3.16 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.82% |
| 1 Month |
|
|
-4.29% |
| 3 Months |
|
|
-11.38% |
| YTD |
|
|
+73.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.35 |
3.16 |
| 1M High / 1M Low: |
3.62 |
3.16 |
| 6M High / 6M Low: |
3.88 |
1.75 |
| High (YTD): |
5/13/2024 |
3.88 |
| Low (YTD): |
1/3/2024 |
1.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.42% |
| Volatility 6M: |
|
69.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
