BVT Call 80 NEM 21.03.2025
/ DE000VD4LDX4
BVT Call 80 NEM 21.03.2025/ DE000VD4LDX4 /
| 1/10/2025 3:08:07 PM |
Chg.+0.14 |
Bid3:54:05 PM |
Ask3:54:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
+7.37% |
2.01
Bid Size: 18,000 |
2.02
Ask Size: 18,000 |
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: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.28 |
| Parity: |
1.64 |
| Time value: |
0.36 |
| Break-even: |
99.90 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
4.74% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
3.90 |
| Rho: |
0.11 |
Quote data
| Open: |
2.03 |
| High: |
2.16 |
| Low: |
2.03 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
-2.86% |
| 3 Months |
|
|
-4.23% |
| YTD |
|
|
+18.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.68 |
| 1M High / 1M Low: |
2.18 |
1.55 |
| 6M High / 6M Low: |
2.76 |
1.38 |
| High (YTD): |
1/9/2025 |
1.90 |
| Low (YTD): |
1/3/2025 |
1.68 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.93 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.35% |
| Volatility 6M: |
|
102.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |