BVT Call 115 EXPE 21.06.2024
/ DE000VM3TNW9
BVT Call 115 EXPE 21.06.2024/ DE000VM3TNW9 /
| 2024-06-17 8:48:43 AM |
Chg.+0.080 |
Bid3:33:03 PM |
Ask3:33:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+9.76% |
0.930
Bid Size: 19,000 |
0.950
Ask Size: 19,000 |
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: |
12.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.40 |
| Parity: |
0.90 |
| Time value: |
0.04 |
| Break-even: |
116.85 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.90 |
| Theta: |
-0.18 |
| Omega: |
11.12 |
| Rho: |
0.01 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
+233.33% |
| 3 Months |
|
|
-61.21% |
| YTD |
|
|
-77.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.780 |
| 1M High / 1M Low: |
1.000 |
0.094 |
| 6M High / 6M Low: |
4.250 |
0.094 |
| High (YTD): |
2024-02-08 |
4.240 |
| Low (YTD): |
2024-05-31 |
0.094 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.237 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
659.81% |
| Volatility 6M: |
|
307.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
