BVT Call 68 HEI 20.12.2024
/ DE000VU9NEK3
BVT Call 68 HEI 20.12.2024/ DE000VU9NEK3 /
| 15/08/2024 08:56:46 |
Chg.+0.09 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.31EUR |
+4.05% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
68.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/07/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.23 |
| Parity: |
2.11 |
| Time value: |
0.23 |
| Break-even: |
91.40 |
| Moneyness: |
1.31 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.63% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
3.38 |
| Rho: |
0.19 |
Quote data
| Open: |
2.31 |
| High: |
2.31 |
| Low: |
2.31 |
| Previous Close: |
2.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.52% |
| 1 Month |
|
|
-32.06% |
| 3 Months |
|
|
-33.62% |
| YTD |
|
|
+35.88% |
| 1 Year |
|
|
+46.20% |
| 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): |
23/07/2024 |
3.57 |
| Low (YTD): |
03/01/2024 |
1.53 |
| 52W High: |
23/07/2024 |
3.57 |
| 52W Low: |
20/10/2023 |
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: |
|
- |
