BVT Call 115 EXPE 21.06.2024
/ DE000VM3TNW9
BVT Call 115 EXPE 21.06.2024/ DE000VM3TNW9 /
| 2024-06-07 7:43:41 PM |
Chg.+0.190 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+35.85% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TNW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.40 |
| Parity: |
0.75 |
| Time value: |
0.06 |
| Break-even: |
114.57 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
12.20 |
| Rho: |
0.03 |
Quote data
| Open: |
0.570 |
| High: |
0.720 |
| Low: |
0.530 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+400.00% |
| 1 Month |
|
|
+166.67% |
| 3 Months |
|
|
-68.28% |
| YTD |
|
|
-82.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.209 |
| 1M High / 1M Low: |
0.720 |
0.100 |
| 6M High / 6M Low: |
4.500 |
0.100 |
| High (YTD): |
2024-02-08 |
4.500 |
| Low (YTD): |
2024-05-30 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
417.72% |
| Volatility 6M: |
|
235.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
