BVT Call 125 EXPE 21.06.2024
/ DE000VM3TNT5
BVT Call 125 EXPE 21.06.2024/ DE000VM3TNT5 /
| 18/06/2024 10:33:27 |
Chg.-0.010 |
Bid13:46:57 |
Ask13:47:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.085EUR |
-10.53% |
0.091
Bid Size: 15,000 |
0.109
Ask Size: 15,000 |
Expedia Group Inc |
125.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM3TNT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
103.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.40 |
| Parity: |
-0.09 |
| Time value: |
0.11 |
| Break-even: |
117.51 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
6.95 |
| Spread abs.: |
0.01 |
| Spread %: |
12.00% |
| Delta: |
0.42 |
| Theta: |
-0.25 |
| Omega: |
43.19 |
| Rho: |
0.00 |
Quote data
| Open: |
0.085 |
| High: |
0.085 |
| Low: |
0.085 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.54% |
| 1 Month |
|
|
+37.10% |
| 3 Months |
|
|
-94.48% |
| YTD |
|
|
-97.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.088 |
| 1M High / 1M Low: |
0.177 |
0.010 |
| 6M High / 6M Low: |
3.760 |
0.010 |
| High (YTD): |
08/02/2024 |
3.760 |
| Low (YTD): |
30/05/2024 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.117 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.636 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
855.29% |
| Volatility 6M: |
|
393.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
