BVT Call 78 NEM 20.09.2024
/ DE000VM3V307
BVT Call 78 NEM 20.09.2024/ DE000VM3V307 /
| 2024-07-11 6:13:12 PM |
Chg.+0.10 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+6.21% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
78.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3V30 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
1.39 |
| Time value: |
0.36 |
| Break-even: |
95.40 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
5.45% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
4.18 |
| Rho: |
0.11 |
Quote data
| Open: |
1.65 |
| High: |
1.75 |
| Low: |
1.65 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.94% |
| 1 Month |
|
|
-10.94% |
| 3 Months |
|
|
+34.65% |
| YTD |
|
|
+48.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.92 |
1.55 |
| 1M High / 1M Low: |
1.92 |
1.40 |
| 6M High / 6M Low: |
2.12 |
0.84 |
| High (YTD): |
2024-06-06 |
2.12 |
| Low (YTD): |
2024-01-05 |
0.82 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.90% |
| Volatility 6M: |
|
160.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
