BVT Call 94 EXPE 21.06.2024
/ DE000VM4EA55
BVT Call 94 EXPE 21.06.2024/ DE000VM4EA55 /
| 2024-05-16 8:11:47 AM |
Chg.-0.17 |
Bid9:46:54 AM |
Ask9:46:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.70EUR |
-9.09% |
1.79
Bid Size: 5,000 |
1.86
Ask Size: 5,000 |
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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.40 |
| Parity: |
1.69 |
| Time value: |
0.09 |
| Break-even: |
104.13 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.14% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
5.34 |
| Rho: |
0.08 |
Quote data
| Open: |
1.70 |
| High: |
1.70 |
| Low: |
1.70 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.41% |
| 1 Month |
|
|
-49.85% |
| 3 Months |
|
|
-61.01% |
| YTD |
|
|
-70.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.66 |
| 1M High / 1M Low: |
4.18 |
1.66 |
| 6M High / 6M Low: |
6.03 |
1.66 |
| High (YTD): |
2024-02-08 |
6.03 |
| Low (YTD): |
2024-05-09 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.86% |
| Volatility 6M: |
|
92.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
