BVT Call 84 NEM 20.09.2024
/ DE000VM3V4D3
BVT Call 84 NEM 20.09.2024/ DE000VM3V4D3 /
| 8/8/2024 3:07:34 PM |
Chg.-0.100 |
Bid3:56:07 PM |
Ask3:56:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-15.38% |
0.560
Bid Size: 26,000 |
0.570
Ask Size: 26,000 |
NEMETSCHEK SE O.N. |
84.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
0.35 |
| Break-even: |
90.30 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.06 |
| Spread %: |
10.53% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
8.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.480 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.49% |
| 1 Month |
|
|
-56.69% |
| 3 Months |
|
|
-29.49% |
| YTD |
|
|
-33.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.540 |
| 1M High / 1M Low: |
1.270 |
0.540 |
| 6M High / 6M Low: |
1.600 |
0.510 |
| High (YTD): |
6/6/2024 |
1.600 |
| Low (YTD): |
5/2/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.882 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.044 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.42% |
| Volatility 6M: |
|
199.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
