BVT Call 145 EXPE 20.09.2024
/ DE000VM72874
BVT Call 145 EXPE 20.09.2024/ DE000VM72874 /
| 2024-08-01 2:04:37 PM |
Chg.+0.020 |
Bid4:00:05 PM |
Ask4:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
0.260
Bid Size: 37,000 |
0.280
Ask Size: 37,000 |
Expedia Group Inc |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7287 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-1.60 |
| Time value: |
0.35 |
| Break-even: |
137.46 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
2.06 |
| Spread abs.: |
0.02 |
| Spread %: |
6.06% |
| Delta: |
0.28 |
| Theta: |
-0.08 |
| Omega: |
9.56 |
| Rho: |
0.04 |
Quote data
| Open: |
0.330 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.24% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
-67.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.290 |
| 1M High / 1M Low: |
0.640 |
0.230 |
| 6M High / 6M Low: |
2.890 |
0.097 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.761 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
266.19% |
| Volatility 6M: |
|
229.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
