BVT Call 88 NEE 20.09.2024
/ DE000VD60WA3
BVT Call 88 NEE 20.09.2024/ DE000VD60WA3 /
2024-08-05 5:07:01 PM |
Chg.+0.006 |
Bid5:58:08 PM |
Ask5:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.075EUR |
+8.70% |
0.074 Bid Size: 60,000 |
0.084 Ask Size: 60,000 |
NextEra Energy Inc |
88.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VD60WA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
NextEra Energy Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
88.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-05-30 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
77.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-0.81 |
Time value: |
0.09 |
Break-even: |
81.59 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
1.53 |
Spread abs.: |
0.01 |
Spread %: |
11.90% |
Delta: |
0.21 |
Theta: |
-0.03 |
Omega: |
16.11 |
Rho: |
0.02 |
Quote data
Open: |
0.048 |
High: |
0.075 |
Low: |
0.048 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+476.92% |
1 Month |
|
|
+400.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.013 |
1M High / 1M Low: |
0.069 |
0.012 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.024 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
877.70% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |