BVT Call 64 HEI 20.09.2024
/ DE000VM454P7
BVT Call 64 HEI 20.09.2024/ DE000VM454P7 /
| 9/11/2024 8:18:31 AM |
Chg.+0.01 |
Bid2:50:07 PM |
Ask2:50:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
+0.37% |
2.81
Bid Size: 36,000 |
2.82
Ask Size: 36,000 |
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: |
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): |
7/17/2024 |
3.89 |
| Low (YTD): |
1/3/2024 |
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: |
|
- |
