BVT Call 75 HEI 20.09.2024
/ DE000VM5PL82
BVT Call 75 HEI 20.09.2024/ DE000VM5PL82 /
| 2024-07-10 8:47:53 AM |
Chg.-0.13 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
-5.16% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
75.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM5PL8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
2.26 |
| Time value: |
0.17 |
| Break-even: |
99.30 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.06 |
| Spread %: |
2.53% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.62 |
| Rho: |
0.13 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.63% |
| 1 Month |
|
|
+10.14% |
| 3 Months |
|
|
+6.22% |
| YTD |
|
|
+123.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.18 |
| 1M High / 1M Low: |
2.58 |
2.09 |
| 6M High / 6M Low: |
2.79 |
1.09 |
| High (YTD): |
2024-04-02 |
2.79 |
| Low (YTD): |
2024-01-03 |
0.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.86% |
| Volatility 6M: |
|
98.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
