BVT Call 88 NEM 20.09.2024
/ DE000VM30DY7
BVT Call 88 NEM 20.09.2024/ DE000VM30DY7 /
| 9/13/2024 8:57:13 AM |
Chg.+0.010 |
Bid9:46:22 AM |
Ask9:46:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+3.85% |
0.240
Bid Size: 25,000 |
0.250
Ask Size: 25,000 |
NEMETSCHEK SE O.N. |
88.00 EUR |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/16/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.30 |
| Parity: |
0.13 |
| Time value: |
0.23 |
| Break-even: |
91.50 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
2.66 |
| Spread abs.: |
0.07 |
| Spread %: |
25.00% |
| Delta: |
0.59 |
| Theta: |
-0.20 |
| Omega: |
15.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.89% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
-72.73% |
| YTD |
|
|
-59.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.171 |
| 1M High / 1M Low: |
0.800 |
0.171 |
| 6M High / 6M Low: |
1.290 |
0.171 |
| High (YTD): |
2/8/2024 |
1.310 |
| Low (YTD): |
9/6/2024 |
0.171 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.235 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.456 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.681 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.40% |
| Volatility 6M: |
|
269.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
