BVT Call 155 AXP 21.06.2024
/ DE000VM18778
BVT Call 155 AXP 21.06.2024/ DE000VM18778 /
| 2024-06-11 8:03:44 PM |
Chg.-0.680 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.640EUR |
-9.29% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
155.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM1877 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.21 |
| Intrinsic value: |
7.19 |
| Implied volatility: |
1.29 |
| Historic volatility: |
0.19 |
| Parity: |
7.19 |
| Time value: |
0.06 |
| Break-even: |
216.51 |
| Moneyness: |
1.50 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.28% |
| Delta: |
0.98 |
| Theta: |
-0.14 |
| Omega: |
2.91 |
| Rho: |
0.04 |
Quote data
| Open: |
7.240 |
| High: |
7.240 |
| Low: |
6.640 |
| Previous Close: |
7.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.27% |
| 1 Month |
|
|
-18.33% |
| 3 Months |
|
|
+2.79% |
| YTD |
|
|
+88.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.400 |
6.640 |
| 1M High / 1M Low: |
8.170 |
6.640 |
| 6M High / 6M Low: |
8.170 |
2.240 |
| High (YTD): |
2024-05-21 |
8.170 |
| Low (YTD): |
2024-01-18 |
2.800 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.685 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.828 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
43.58% |
| Volatility 6M: |
|
77.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
