BVT Call 165 AXP 21.06.2024
/ DE000VM0EV62
BVT Call 165 AXP 21.06.2024/ DE000VM0EV62 /
| 2024-06-11 8:47:09 AM |
Chg.-0.04 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.30EUR |
-0.63% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
165.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0EV6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.28 |
| Intrinsic value: |
6.27 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.19 |
| Parity: |
6.27 |
| Time value: |
0.05 |
| Break-even: |
216.50 |
| Moneyness: |
1.41 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
0.98 |
| Theta: |
-0.13 |
| Omega: |
3.33 |
| Rho: |
0.04 |
Quote data
| Open: |
6.30 |
| High: |
6.30 |
| Low: |
6.30 |
| Previous Close: |
6.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-11.39% |
| 3 Months |
|
|
+17.76% |
| YTD |
|
|
+129.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.75 |
6.23 |
| 1M High / 1M Low: |
7.28 |
6.23 |
| 6M High / 6M Low: |
7.28 |
1.63 |
| High (YTD): |
2024-05-22 |
7.28 |
| Low (YTD): |
2024-01-18 |
2.14 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
50.72% |
| Volatility 6M: |
|
95.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
