BVT Call 70 HEI 20.12.2024
/ DE000VU9J440
BVT Call 70 HEI 20.12.2024/ DE000VU9J440 /
| 11/10/2024 10:19:50 |
Chg.+0.17 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
+6.16% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
70.00 EUR |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
07/07/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.80 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.23 |
| Parity: |
2.80 |
| Time value: |
0.14 |
| Break-even: |
99.40 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.06 |
| Spread %: |
2.08% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
3.09 |
| Rho: |
0.12 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
2.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.33% |
| 1 Month |
|
|
+24.15% |
| 3 Months |
|
|
-6.98% |
| YTD |
|
|
+89.03% |
| 1 Year |
|
|
+159.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.03 |
2.76 |
| 1M High / 1M Low: |
3.13 |
2.36 |
| 6M High / 6M Low: |
3.38 |
1.96 |
| High (YTD): |
23/07/2024 |
3.38 |
| Low (YTD): |
03/01/2024 |
1.39 |
| 52W High: |
23/07/2024 |
3.38 |
| 52W Low: |
20/10/2023 |
0.67 |
| Avg. price 1W: |
|
2.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.23 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
86.17% |
| Volatility 6M: |
|
75.32% |
| Volatility 1Y: |
|
86.48% |
| Volatility 3Y: |
|
- |
