BVT Call 82 NEM 20.09.2024
/ DE000VM3V331
BVT Call 82 NEM 20.09.2024/ DE000VM3V331 /
| 9/13/2024 10:11:26 AM |
Chg.-0.050 |
Bid12:11:01 PM |
Ask12:11:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-6.17% |
0.700
Bid Size: 19,000 |
0.710
Ask Size: 19,000 |
NEMETSCHEK SE O.N. |
82.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM3V33 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
9.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.30 |
| Parity: |
0.73 |
| Time value: |
0.18 |
| Break-even: |
91.00 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.09 |
| Spread %: |
11.11% |
| Delta: |
0.77 |
| Theta: |
-0.26 |
| Omega: |
7.59 |
| Rho: |
0.01 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.03% |
| 1 Month |
|
|
-1.30% |
| 3 Months |
|
|
-46.48% |
| YTD |
|
|
-16.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.580 |
| 1M High / 1M Low: |
1.330 |
0.580 |
| 6M High / 6M Low: |
1.770 |
0.580 |
| High (YTD): |
6/6/2024 |
1.770 |
| Low (YTD): |
9/6/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.954 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.088 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.92% |
| Volatility 6M: |
|
200.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
