BVT Call 88 NEM 21.03.2025
/ DE000VD3HV16
BVT Call 88 NEM 21.03.2025/ DE000VD3HV16 /
| 1/24/2025 7:54:38 PM |
Chg.+0.110 |
Bid9:41:40 PM |
Ask9:41:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.680EUR |
+4.28% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
88.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3HV1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.58 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.30 |
| Parity: |
2.54 |
| Time value: |
0.25 |
| Break-even: |
115.90 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.11 |
| Spread %: |
4.10% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
3.54 |
| Rho: |
0.11 |
Quote data
| Open: |
2.640 |
| High: |
2.690 |
| Low: |
2.630 |
| Previous Close: |
2.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+97.06% |
| 1 Month |
|
|
+129.06% |
| 3 Months |
|
|
+51.41% |
| YTD |
|
|
+155.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.180 |
| 1M High / 1M Low: |
2.680 |
1.050 |
| 6M High / 6M Low: |
2.680 |
0.850 |
| High (YTD): |
1/24/2025 |
2.680 |
| Low (YTD): |
1/14/2025 |
1.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.532 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.69% |
| Volatility 6M: |
|
166.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |