BVT Call 88 NEM 20.09.2024
/ DE000VM30DY7
BVT Call 88 NEM 20.09.2024/ DE000VM30DY7 /
| 2024-08-08 5:00:27 PM |
Chg.+0.030 |
Bid7:25:30 PM |
Ask7:25:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
0.410
Bid Size: 7,400 |
0.450
Ask Size: 7,400 |
NEMETSCHEK SE O.N. |
88.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM30DY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-16 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
22.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.12 |
| Time value: |
0.39 |
| Break-even: |
91.90 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.05 |
| Spread %: |
14.71% |
| Delta: |
0.50 |
| Theta: |
-0.05 |
| Omega: |
11.03 |
| Rho: |
0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.390 |
| Low: |
0.280 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
-59.79% |
| 3 Months |
|
|
-30.36% |
| YTD |
|
|
-40.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.340 |
| 1M High / 1M Low: |
0.970 |
0.340 |
| 6M High / 6M Low: |
1.290 |
0.340 |
| High (YTD): |
2024-06-06 |
1.290 |
| Low (YTD): |
2024-08-02 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.792 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.93% |
| Volatility 6M: |
|
238.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
