BVT Call 130 EXPE 20.06.2025
/ DE000VD9N5T9
BVT Call 130 EXPE 20.06.2025/ DE000VD9N5T9 /
| 2024-07-16 8:47:19 AM |
Chg.+0.04 |
Bid7:34:07 PM |
Ask7:34:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.28EUR |
+1.79% |
2.50
Bid Size: 25,000 |
2.52
Ask Size: 25,000 |
Expedia Group Inc |
130.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9N5T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-10 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.39 |
| Parity: |
0.23 |
| Time value: |
2.06 |
| Break-even: |
142.18 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.88% |
| Delta: |
0.63 |
| Theta: |
-0.03 |
| Omega: |
3.35 |
| Rho: |
0.50 |
Quote data
| Open: |
2.28 |
| High: |
2.28 |
| Low: |
2.28 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
