BVT Call 95 NEM 21.03.2025
/ DE000VD49TS4
BVT Call 95 NEM 21.03.2025/ DE000VD49TS4 /
| 2024-12-20 7:41:11 PM |
Chg.+0.070 |
Bid9:32:59 PM |
Ask9:32:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+12.73% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
95.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
VD49TS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-05-02 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
13.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.28 |
| Parity: |
-0.18 |
| Time value: |
0.67 |
| Break-even: |
101.70 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
0.51 |
| Theta: |
-0.04 |
| Omega: |
7.16 |
| Rho: |
0.10 |
Quote data
| Open: |
0.540 |
| High: |
0.630 |
| Low: |
0.540 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
-42.06% |
| 3 Months |
|
|
-4.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.550 |
| 1M High / 1M Low: |
1.260 |
0.550 |
| 6M High / 6M Low: |
1.490 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.883 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.918 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.99% |
| Volatility 6M: |
|
172.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
