BVT Call 82 HEI 20.09.2024
/ DE000VM25PD5
BVT Call 82 HEI 20.09.2024/ DE000VM25PD5 /
| 2024-08-05 8:13:50 AM |
Chg.-0.420 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-33.87% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
82.00 EUR |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.23 |
| Parity: |
0.77 |
| Time value: |
0.29 |
| Break-even: |
92.60 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
4.95% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
6.27 |
| Rho: |
0.07 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.05% |
| 1 Month |
|
|
-55.19% |
| 3 Months |
|
|
-45.33% |
| YTD |
|
|
+28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.690 |
0.820 |
| 1M High / 1M Low: |
2.130 |
0.820 |
| 6M High / 6M Low: |
2.150 |
0.650 |
| High (YTD): |
2024-04-02 |
2.150 |
| Low (YTD): |
2024-01-03 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.791 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.538 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.88% |
| Volatility 6M: |
|
136.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
