BVT Put 120 EXPE 21.06.2024
/ DE000VM48BV9
BVT Put 120 EXPE 21.06.2024/ DE000VM48BV9 /
| 5/31/2024 8:49:16 AM |
Chg.+0.02 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.01EUR |
+2.02% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
120.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM48BV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.40 |
| Parity: |
0.66 |
| Time value: |
0.05 |
| Break-even: |
103.51 |
| Moneyness: |
1.06 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
2.90% |
| Delta: |
-0.80 |
| Theta: |
-0.04 |
| Omega: |
-11.75 |
| Rho: |
-0.05 |
Quote data
| Open: |
1.01 |
| High: |
1.01 |
| Low: |
1.01 |
| Previous Close: |
0.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.22% |
| 1 Month |
|
|
+188.57% |
| 3 Months |
|
|
+152.50% |
| YTD |
|
|
+146.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.01 |
0.89 |
| 1M High / 1M Low: |
1.01 |
0.35 |
| 6M High / 6M Low: |
1.01 |
0.27 |
| High (YTD): |
5/31/2024 |
1.01 |
| Low (YTD): |
3/28/2024 |
0.27 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.64% |
| Volatility 6M: |
|
217.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
