BVT Call 86 NEM 21.03.2025
/ DE000VD3HVV0
BVT Call 86 NEM 21.03.2025/ DE000VD3HVV0 /
| 1/10/2025 4:08:39 PM |
Chg.+0.09 |
Bid4:39:04 PM |
Ask4:39:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.49EUR |
+6.43% |
1.55
Bid Size: 19,000 |
1.56
Ask Size: 19,000 |
NEMETSCHEK SE O.N. |
86.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3HVV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
1.04 |
| Time value: |
0.46 |
| Break-even: |
100.90 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.09 |
| Spread %: |
6.43% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
4.75 |
| Rho: |
0.11 |
Quote data
| Open: |
1.39 |
| High: |
1.63 |
| Low: |
1.39 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.17% |
| 1 Month |
|
|
-6.29% |
| 3 Months |
|
|
-9.70% |
| YTD |
|
|
+20.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.20 |
| 1M High / 1M Low: |
1.67 |
1.09 |
| 6M High / 6M Low: |
2.22 |
0.98 |
| High (YTD): |
1/9/2025 |
1.40 |
| Low (YTD): |
1/3/2025 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.91% |
| Volatility 6M: |
|
124.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |