BVT Call 95 NEM 20.09.2024
/ DE000VM5XW89
BVT Call 95 NEM 20.09.2024/ DE000VM5XW89 /
| 2024-07-11 8:00:13 PM |
Chg.+0.060 |
Bid8:00:13 PM |
Ask8:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+13.95% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
95.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM5XW8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.30 |
| Parity: |
-0.32 |
| Time value: |
0.49 |
| Break-even: |
99.90 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.05 |
| Spread %: |
11.36% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
8.76 |
| Rho: |
0.07 |
Quote data
| Open: |
0.470 |
| High: |
0.490 |
| Low: |
0.470 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.92% |
| 1 Month |
|
|
-25.76% |
| 3 Months |
|
|
+8.89% |
| YTD |
|
|
+8.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.400 |
| 1M High / 1M Low: |
0.670 |
0.360 |
| 6M High / 6M Low: |
0.890 |
0.171 |
| High (YTD): |
2024-02-09 |
0.890 |
| Low (YTD): |
2024-05-02 |
0.171 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.508 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.12% |
| Volatility 6M: |
|
276.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
