OverviewChartNewsTraderScreen

BVT Call 68 HEI 20.12.2024/  DE000VU9NEK3  /

Frankfurt Zert./VONT
10/18/2024  7:43:20 PM Chg.+0.060 Bid8:53:03 PM Ask8:53:03 PM Underlying Strike price Expiration date Option type
3.130EUR +1.95% -
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: 3.13
Leverage: Yes

Calculated values

Fair value: 3.06
Intrinsic value: 3.02
Implied volatility: 0.65
Historic volatility: 0.23
Parity: 3.02
Time value: 0.12
Break-even: 99.40
Moneyness: 1.44
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.06
Spread %: 1.95%
Delta: 0.93
Theta: -0.03
Omega: 2.92
Rho: 0.10
 

Quote data

Open: 3.080
High: 3.150
Low: 3.080
Previous Close: 3.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.29%
1 Month
  -4.57%
3 Months
  -8.48%
YTD  
+86.31%
1 Year  
+195.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.130 2.920
1M High / 1M Low: 3.340 2.920
6M High / 6M Low: 3.630 2.130
High (YTD): 7/16/2024 3.630
Low (YTD): 1/3/2024 1.530
52W High: 7/16/2024 3.630
52W Low: 10/20/2023 0.770
Avg. price 1W:   3.038
Avg. volume 1W:   0.000
Avg. price 1M:   3.082
Avg. volume 1M:   0.000
Avg. price 6M:   2.963
Avg. volume 6M:   0.000
Avg. price 1Y:   2.437
Avg. volume 1Y:   0.000
Volatility 1M:   66.24%
Volatility 6M:   68.63%
Volatility 1Y:   79.38%
Volatility 3Y:   -