BVT Call 88 NEM 20.09.2024
/ DE000VM30DY7
BVT Call 88 NEM 20.09.2024/ DE000VM30DY7 /
| 2024-07-11 6:13:15 PM |
Chg.+0.090 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+10.98% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.39 |
| Time value: |
0.52 |
| Break-even: |
97.00 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.07 |
| Spread %: |
8.43% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
6.55 |
| Rho: |
0.10 |
Quote data
| Open: |
0.860 |
| High: |
0.940 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.19% |
| 1 Month |
|
|
-14.95% |
| 3 Months |
|
|
+22.97% |
| YTD |
|
|
+37.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.790 |
| 1M High / 1M Low: |
1.130 |
0.700 |
| 6M High / 6M Low: |
1.310 |
0.350 |
| High (YTD): |
2024-02-08 |
1.310 |
| Low (YTD): |
2024-05-02 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.926 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.41% |
| Volatility 6M: |
|
231.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
