BVT Call 82 NEM 21.03.2025
/ DE000VD4HMJ2
BVT Call 82 NEM 21.03.2025/ DE000VD4HMJ2 /
| 10/01/2025 10:23:16 |
Chg.+0.220 |
Bid21:00:05 |
Ask21:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.930EUR |
+12.87% |
1.900
Bid Size: 2,000 |
2.000
Ask Size: 2,000 |
NEMETSCHEK SE O.N. |
82.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
VD4HMJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
19/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.28 |
| Parity: |
1.44 |
| Time value: |
0.38 |
| Break-even: |
100.10 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.09 |
| Spread %: |
5.23% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
4.19 |
| Rho: |
0.11 |
Quote data
| Open: |
1.930 |
| High: |
1.930 |
| Low: |
1.930 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.97% |
| 1 Month |
|
|
+0.52% |
| 3 Months |
|
|
-1.03% |
| YTD |
|
|
+28.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.720 |
1.520 |
| 1M High / 1M Low: |
2.040 |
1.390 |
| 6M High / 6M Low: |
2.580 |
1.230 |
| High (YTD): |
06/01/2025 |
1.720 |
| Low (YTD): |
03/01/2025 |
1.520 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.775 |
| Avg. volume 6M: |
|
70.866 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.26% |
| Volatility 6M: |
|
111.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |