BVT Call 80 NEM 21.03.2025
/ DE000VD4LDX4
BVT Call 80 NEM 21.03.2025/ DE000VD4LDX4 /
| 1/24/2025 7:54:20 PM |
Chg.+0.110 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.440EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
80.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD4LDX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/22/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.37 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.30 |
| Parity: |
3.34 |
| Time value: |
0.21 |
| Break-even: |
115.50 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.12 |
| Spread %: |
3.50% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
2.89 |
| Rho: |
0.10 |
Quote data
| Open: |
3.390 |
| High: |
3.450 |
| Low: |
3.380 |
| Previous Close: |
3.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+68.63% |
| 1 Month |
|
|
+91.11% |
| 3 Months |
|
|
+40.41% |
| YTD |
|
|
+105.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.440 |
2.920 |
| 1M High / 1M Low: |
3.440 |
1.670 |
| 6M High / 6M Low: |
3.440 |
1.370 |
| High (YTD): |
1/24/2025 |
3.440 |
| Low (YTD): |
1/14/2025 |
1.680 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.206 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.992 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.67% |
| Volatility 6M: |
|
124.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |