BVT Call 70 HEI 20.12.2024
/ DE000VU9J440
BVT Call 70 HEI 20.12.2024/ DE000VU9J440 /
| 2024-11-15 8:56:58 AM |
Chg.-0.09 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.83EUR |
-1.83% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
70.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VU9J44 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.82 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.23 |
| Parity: |
4.80 |
| Time value: |
0.14 |
| Break-even: |
119.40 |
| Moneyness: |
1.69 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
1.65% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
2.26 |
| Rho: |
0.06 |
Quote data
| Open: |
4.83 |
| High: |
4.83 |
| Low: |
4.83 |
| Previous Close: |
4.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.57% |
| 1 Month |
|
|
+75.64% |
| 3 Months |
|
|
+117.57% |
| YTD |
|
|
+211.61% |
| 1 Year |
|
|
+436.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.04 |
4.79 |
| 1M High / 1M Low: |
5.04 |
2.69 |
| 6M High / 6M Low: |
5.04 |
1.96 |
| High (YTD): |
2024-11-12 |
5.04 |
| Low (YTD): |
2024-01-03 |
1.39 |
| 52W High: |
2024-11-12 |
5.04 |
| 52W Low: |
2023-11-20 |
0.88 |
| Avg. price 1W: |
|
4.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.90 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
83.34% |
| Volatility 6M: |
|
78.43% |
| Volatility 1Y: |
|
77.24% |
| Volatility 3Y: |
|
- |
