BVT Call 155 AXP 21.06.2024
/ DE000VM18778
BVT Call 155 AXP 21.06.2024/ DE000VM18778 /
| 2024-06-12 8:36:54 AM |
Chg.-0.68 |
Bid2:30:59 PM |
Ask2:30:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.55EUR |
-9.41% |
6.58
Bid Size: 8,000 |
6.65
Ask Size: 8,000 |
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: |
3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.49 |
| Intrinsic value: |
6.47 |
| Implied volatility: |
1.22 |
| Historic volatility: |
0.19 |
| Parity: |
6.47 |
| Time value: |
0.05 |
| Break-even: |
209.52 |
| Moneyness: |
1.45 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.31% |
| Delta: |
0.98 |
| Theta: |
-0.13 |
| Omega: |
3.14 |
| Rho: |
0.03 |
Quote data
| Open: |
6.55 |
| High: |
6.55 |
| Low: |
6.55 |
| Previous Close: |
7.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.60% |
| 1 Month |
|
|
-18.23% |
| 3 Months |
|
|
+4.47% |
| YTD |
|
|
+87.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.67 |
7.14 |
| 1M High / 1M Low: |
8.20 |
7.14 |
| 6M High / 6M Low: |
8.20 |
2.27 |
| High (YTD): |
2024-05-22 |
8.20 |
| Low (YTD): |
2024-01-18 |
2.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.81 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.08% |
| Volatility 6M: |
|
79.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
