BVT Call 74 HEI 20.09.2024/  DE000VM25PF0  /

EUWAX
2024-08-05  8:13:50 AM Chg.-0.48 Bid10:00:07 PM Ask10:00:07 PM Underlying Strike price Expiration date Option type
1.51EUR -24.12% -
Bid Size: -
-
Ask Size: -
HEIDELBERG MATERIALS... 74.00 EUR 2024-09-20 Call
 

Master data

WKN: VM25PF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: HEIDELBERG MATERIALS O.N.
Type: Warrant
Option type: Call
Strike price: 74.00 EUR
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.01
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.57
Implied volatility: 0.63
Historic volatility: 0.23
Parity: 1.57
Time value: 0.22
Break-even: 91.90
Moneyness: 1.21
Premium: 0.02
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 3.47%
Delta: 0.84
Theta: -0.06
Omega: 4.21
Rho: 0.07
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -43.66%
1 Month
  -41.47%
3 Months
  -29.77%
YTD  
+32.46%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.68 1.99
1M High / 1M Low: 2.90 1.99
6M High / 6M Low: 2.90 1.16
High (YTD): 2024-07-17 2.90
Low (YTD): 2024-01-03 0.99
52W High: - -
52W Low: - -
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   2.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.24
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.26%
Volatility 6M:   95.10%
Volatility 1Y:   -
Volatility 3Y:   -