BVT Call 95 HEI 20.09.2024
/ DE000VM5PMA0
BVT Call 95 HEI 20.09.2024/ DE000VM5PMA0 /
| 2024-08-09 8:43:43 AM |
Chg.+0.004 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+3.77% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
95.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM5PMA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
69.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.23 |
| Parity: |
-0.68 |
| Time value: |
0.13 |
| Break-even: |
96.27 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.15 |
| Spread abs.: |
0.01 |
| Spread %: |
11.40% |
| Delta: |
0.25 |
| Theta: |
-0.04 |
| Omega: |
17.64 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-63.33% |
| 1 Month |
|
|
-86.42% |
| 3 Months |
|
|
-84.29% |
| YTD |
|
|
-47.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.106 |
| 1M High / 1M Low: |
0.960 |
0.106 |
| 6M High / 6M Low: |
1.150 |
0.106 |
| High (YTD): |
2024-04-02 |
1.150 |
| Low (YTD): |
2024-08-08 |
0.106 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.643 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.83% |
| Volatility 6M: |
|
230.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
