BVT Call 78 NEM 21.03.2025
/ DE000VD5JGJ7
BVT Call 78 NEM 21.03.2025/ DE000VD5JGJ7 /
| 2024-12-20 7:51:36 PM |
Chg.+0.110 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+6.40% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
78.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD5JGJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.63 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.28 |
| Parity: |
1.53 |
| Time value: |
0.40 |
| Break-even: |
97.20 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.09 |
| Spread %: |
4.92% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
3.85 |
| Rho: |
0.13 |
Quote data
| Open: |
1.700 |
| High: |
1.850 |
| Low: |
1.700 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.17% |
| 1 Month |
|
|
-25.61% |
| 3 Months |
|
|
+4.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.870 |
1.720 |
| 1M High / 1M Low: |
2.670 |
1.720 |
| 6M High / 6M Low: |
2.950 |
1.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.00% |
| Volatility 6M: |
|
100.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
