BVT Call 95 NEM 21.03.2025
/ DE000VD49TS4
BVT Call 95 NEM 21.03.2025/ DE000VD49TS4 /
2024-12-20 6:11:47 PM |
Chg.+0.070 |
Bid10:00:45 PM |
Ask10:00:45 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: |
0.490 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.08% |
1 Month |
|
|
-42.59% |
3 Months |
|
|
-7.46% |
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: |
1.480 |
0.530 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.590 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.872 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.919 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
209.64% |
Volatility 6M: |
|
170.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |