BVT Call 80 NEE 20.09.2024
/ DE000VD5J142
BVT Call 80 NEE 20.09.2024/ DE000VD5J142 /
| 09/08/2024 08:48:22 |
Chg.-0.019 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-8.60% |
-
Bid Size: - |
-
Ask Size: - |
NextEra Energy Inc |
80.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
06/05/2024 |
| Last trading day: |
20/09/2024 |
| 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: |
0.202 |
| High: |
0.202 |
| Low: |
0.202 |
| Previous Close: |
0.221 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.31% |
| 1 Month |
|
|
+27.85% |
| 3 Months |
|
|
-22.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.202 |
| 1M High / 1M Low: |
0.280 |
0.071 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
460.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
