BVT Call 82 NEM 21.03.2025
/ DE000VD4HMJ2
BVT Call 82 NEM 21.03.2025/ DE000VD4HMJ2 /
| 24/01/2025 18:12:51 |
Chg.+0.08 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.26EUR |
+2.52% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.30 |
| Parity: |
3.14 |
| Time value: |
0.22 |
| Break-even: |
115.60 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.12 |
| Spread %: |
3.70% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
3.03 |
| Rho: |
0.10 |
Quote data
| Open: |
3.18 |
| High: |
3.26 |
| Low: |
3.18 |
| Previous Close: |
3.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.33% |
| 1 Month |
|
|
+101.23% |
| 3 Months |
|
|
+39.91% |
| YTD |
|
|
+108.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.26 |
2.81 |
| 1M High / 1M Low: |
3.26 |
1.50 |
| 6M High / 6M Low: |
3.26 |
1.23 |
| High (YTD): |
24/01/2025 |
3.26 |
| Low (YTD): |
14/01/2025 |
1.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.29% |
| Volatility 6M: |
|
133.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |