BVT Call 94 EXPE 21.06.2024
/ DE000VM4EA55
BVT Call 94 EXPE 21.06.2024/ DE000VM4EA55 /
5/16/2024 8:11:47 AM |
Chg.-0.17 |
Bid8:19:49 AM |
Ask8:19:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.70EUR |
-9.09% |
1.71 Bid Size: 4,000 |
1.80 Ask Size: 4,000 |
Expedia Group Inc |
94.00 USD |
6/21/2024 |
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: |
6/21/2024 |
Issue date: |
10/24/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.87 |
Intrinsic value: |
1.80 |
Implied volatility: |
0.45 |
Historic volatility: |
0.41 |
Parity: |
1.80 |
Time value: |
0.09 |
Break-even: |
105.83 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
1.07% |
Delta: |
0.92 |
Theta: |
-0.04 |
Omega: |
5.12 |
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): |
2/8/2024 |
6.03 |
Low (YTD): |
5/9/2024 |
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: |
|
- |