BVT Call 94 EXPE 21.06.2024
/ DE000VM4EA55
BVT Call 94 EXPE 21.06.2024/ DE000VM4EA55 /
| 2024-06-07 8:03:17 PM |
Chg.+0.200 |
Bid9:57:55 PM |
Ask9:57:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.620EUR |
+8.26% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
94.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4EA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
0.84 |
| Historic volatility: |
0.40 |
| Parity: |
2.69 |
| Time value: |
0.04 |
| Break-even: |
114.32 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.74% |
| Delta: |
0.96 |
| Theta: |
-0.06 |
| Omega: |
4.02 |
| Rho: |
0.03 |
Quote data
| Open: |
2.370 |
| High: |
2.620 |
| Low: |
2.370 |
| Previous Close: |
2.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.73% |
| 1 Month |
|
|
+50.57% |
| 3 Months |
|
|
-33.67% |
| YTD |
|
|
-54.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
1.810 |
| 1M High / 1M Low: |
2.620 |
1.450 |
| 6M High / 6M Low: |
6.290 |
1.450 |
| High (YTD): |
2024-02-08 |
6.290 |
| Low (YTD): |
2024-05-30 |
1.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.795 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.002 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.53% |
| Volatility 6M: |
|
112.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
