BVT Call 86 NEE 20.09.2024
/ DE000VD56BX7
BVT Call 86 NEE 20.09.2024/ DE000VD56BX7 /
| 2024-08-05 5:00:25 PM |
Chg.-0.004 |
Bid7:08:50 PM |
Ask7:08:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
-3.81% |
0.089
Bid Size: 60,000 |
0.099
Ask Size: 60,000 |
NextEra Energy Inc |
86.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD56BX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NextEra Energy Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.62 |
| Time value: |
0.13 |
| Break-even: |
80.12 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.27 |
| Theta: |
-0.03 |
| Omega: |
15.01 |
| Rho: |
0.02 |
Quote data
| Open: |
0.066 |
| High: |
0.101 |
| Low: |
0.066 |
| Previous Close: |
0.105 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+304.00% |
| 1 Month |
|
|
+304.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.025 |
| 1M High / 1M Low: |
0.105 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
665.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
