BVT Call 68 HEI 20.12.2024
/ DE000VU9NEK3
BVT Call 68 HEI 20.12.2024/ DE000VU9NEK3 /
| 2024-06-28 7:41:53 PM |
Chg.-0.020 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.050EUR |
-0.65% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
68.00 EUR |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2023-07-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.00 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
2.88 |
| Time value: |
0.25 |
| Break-even: |
99.30 |
| Moneyness: |
1.42 |
| Premium: |
0.03 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
1.95% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
2.83 |
| Rho: |
0.27 |
Quote data
| Open: |
3.060 |
| High: |
3.090 |
| Low: |
3.050 |
| Previous Close: |
3.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.27% |
| 1 Month |
|
|
-3.48% |
| 3 Months |
|
|
-12.86% |
| YTD |
|
|
+81.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.070 |
2.880 |
| 1M High / 1M Low: |
3.350 |
2.870 |
| 6M High / 6M Low: |
3.520 |
1.530 |
| High (YTD): |
2024-05-10 |
3.520 |
| Low (YTD): |
2024-01-03 |
1.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.626 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.28% |
| Volatility 6M: |
|
73.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
