BVT Call 150 AXP 20.09.2024
/ DE000VM3L845
BVT Call 150 AXP 20.09.2024/ DE000VM3L845 /
| 9/6/2024 8:55:47 AM |
Chg.0.00 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.20EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
150.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3L84 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.50 |
| Intrinsic value: |
8.49 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.20 |
| Parity: |
8.49 |
| Time value: |
0.04 |
| Break-even: |
220.61 |
| Moneyness: |
1.63 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.24% |
| Delta: |
0.99 |
| Theta: |
-0.08 |
| Omega: |
2.54 |
| Rho: |
0.05 |
Quote data
| Open: |
9.20 |
| High: |
9.20 |
| Low: |
9.20 |
| Previous Close: |
9.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.82% |
| 1 Month |
|
|
+26.55% |
| 3 Months |
|
|
+18.40% |
| YTD |
|
|
+118.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.95 |
9.20 |
| 1M High / 1M Low: |
9.98 |
7.27 |
| 6M High / 6M Low: |
9.98 |
6.52 |
| High (YTD): |
8/30/2024 |
9.98 |
| Low (YTD): |
1/18/2024 |
3.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.80% |
| Volatility 6M: |
|
66.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
