BVT Call 82 HEI 20.09.2024
/ DE000VM25PD5
BVT Call 82 HEI 20.09.2024/ DE000VM25PD5 /
| 11/09/2024 20:01:39 |
Chg.+0.040 |
Bid21:42:01 |
Ask21:42:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+4.35% |
0.970
Bid Size: 4,000 |
1.030
Ask Size: 4,000 |
HEIDELBERG MATERIALS... |
82.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM25PD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.23 |
| Parity: |
0.87 |
| Time value: |
0.12 |
| Break-even: |
91.90 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.06 |
| Spread %: |
6.45% |
| Delta: |
0.82 |
| Theta: |
-0.17 |
| Omega: |
7.48 |
| Rho: |
0.02 |
Quote data
| Open: |
1.000 |
| High: |
1.010 |
| Low: |
0.880 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-37.66% |
| YTD |
|
|
+47.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.920 |
| 1M High / 1M Low: |
1.470 |
0.710 |
| 6M High / 6M Low: |
2.180 |
0.710 |
| High (YTD): |
16/07/2024 |
2.180 |
| Low (YTD): |
03/01/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.998 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.556 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.08% |
| Volatility 6M: |
|
127.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
