BVT Call 84 NEM 20.09.2024
/ DE000VM3V4D3
BVT Call 84 NEM 20.09.2024/ DE000VM3V4D3 /
| 11/07/2024 18:13:14 |
Chg.+0.10 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+9.01% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
84.00 EUR |
20/09/2024 |
Call |
Master data
| WKN: |
VM3V4D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 EUR |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
0.79 |
| Time value: |
0.42 |
| Break-even: |
96.00 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.08 |
| Spread %: |
7.14% |
| Delta: |
0.72 |
| Theta: |
-0.05 |
| Omega: |
5.51 |
| Rho: |
0.11 |
Quote data
| Open: |
1.15 |
| High: |
1.24 |
| Low: |
1.15 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.20% |
| 1 Month |
|
|
-11.03% |
| 3 Months |
|
|
+23.47% |
| YTD |
|
|
+45.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.07 |
| 1M High / 1M Low: |
1.43 |
0.95 |
| 6M High / 6M Low: |
1.60 |
0.51 |
| High (YTD): |
06/06/2024 |
1.60 |
| Low (YTD): |
02/05/2024 |
0.51 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.22 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.72% |
| Volatility 6M: |
|
201.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
