BVT Call 80 NEE 20.09.2024
/ DE000VD5J142
BVT Call 80 NEE 20.09.2024/ DE000VD5J142 /
| 2024-08-09 8:01:49 PM |
Chg.-0.024 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.187EUR |
-11.37% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD5J14 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
-0.23 |
| Time value: |
0.19 |
| Break-even: |
75.14 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
5.71% |
| Delta: |
0.40 |
| Theta: |
-0.03 |
| Omega: |
15.43 |
| Rho: |
0.03 |
Quote data
| Open: |
0.204 |
| High: |
0.208 |
| Low: |
0.176 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.08% |
| 1 Month |
|
|
+14.02% |
| 3 Months |
|
|
-25.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.187 |
| 1M High / 1M Low: |
0.260 |
0.079 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
452.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
