BVT Call 90 NEM 21.03.2025
/ DE000VD3HV65
BVT Call 90 NEM 21.03.2025/ DE000VD3HV65 /
| 1/24/2025 8:04:50 PM |
Chg.+0.070 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.490EUR |
+2.89% |
-
Bid Size: - |
-
Ask Size: - |
NEMETSCHEK SE O.N. |
90.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
VD3HV6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
NEMETSCHEK SE O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.39 |
| Intrinsic value: |
2.34 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.30 |
| Parity: |
2.34 |
| Time value: |
0.26 |
| Break-even: |
116.00 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.11 |
| Spread %: |
4.42% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
3.75 |
| Rho: |
0.11 |
Quote data
| Open: |
2.450 |
| High: |
2.510 |
| Low: |
2.450 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+107.50% |
| 1 Month |
|
|
+141.75% |
| 3 Months |
|
|
+55.63% |
| YTD |
|
|
+162.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.010 |
| 1M High / 1M Low: |
2.490 |
0.900 |
| 6M High / 6M Low: |
2.490 |
0.750 |
| High (YTD): |
1/24/2025 |
2.490 |
| Low (YTD): |
1/14/2025 |
0.900 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.380 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.232 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.21% |
| Volatility 6M: |
|
180.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |