BVT Call 68 HEI 20.12.2024
/ DE000VU9NEK3
BVT Call 68 HEI 20.12.2024/ DE000VU9NEK3 /
| 8/16/2024 8:57:19 AM |
Chg.+0.10 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
+4.33% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
68.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VU9NEK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
7/10/2023 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.31 |
| Intrinsic value: |
2.22 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.23 |
| Parity: |
2.22 |
| Time value: |
0.23 |
| Break-even: |
92.50 |
| Moneyness: |
1.33 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.06 |
| Spread %: |
2.51% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.28 |
| Rho: |
0.19 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.05% |
| 1 Month |
|
|
-29.12% |
| 3 Months |
|
|
-30.75% |
| YTD |
|
|
+41.76% |
| 1 Year |
|
|
+52.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.31 |
2.17 |
| 1M High / 1M Low: |
3.57 |
2.14 |
| 6M High / 6M Low: |
3.57 |
1.84 |
| High (YTD): |
7/23/2024 |
3.57 |
| Low (YTD): |
1/3/2024 |
1.53 |
| 52W High: |
7/23/2024 |
3.57 |
| 52W Low: |
10/20/2023 |
0.77 |
| Avg. price 1W: |
|
2.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.15 |
| Avg. volume 1Y: |
|
23.44 |
| Volatility 1M: |
|
98.48% |
| Volatility 6M: |
|
75.40% |
| Volatility 1Y: |
|
83.76% |
| Volatility 3Y: |
|
- |
