BVT Call 85 NEE 20.09.2024
/ DE000VC0YQU4
BVT Call 85 NEE 20.09.2024/ DE000VC0YQU4 /
04/09/2024 20:05:21 |
Chg.-0.004 |
Bid08:03:00 |
Ask08:03:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
-7.55% |
0.056 Bid Size: 10,000 |
0.066 Ask Size: 10,000 |
Nextera Energy Inc |
85.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VC0YQU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Nextera Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
29/07/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
144.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
-0.46 |
Time value: |
0.05 |
Break-even: |
77.43 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
3.72 |
Spread abs.: |
0.01 |
Spread %: |
25.00% |
Delta: |
0.19 |
Theta: |
-0.04 |
Omega: |
27.98 |
Rho: |
0.01 |
Quote data
Open: |
0.034 |
High: |
0.064 |
Low: |
0.034 |
Previous Close: |
0.053 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+48.48% |
1 Month |
|
|
-51.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.053 |
0.033 |
1M High / 1M Low: |
0.100 |
0.029 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.042 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.052 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
342.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |