BVT Call 150 EXPE 20.06.2025
/ DE000VD9N5M4
BVT Call 150 EXPE 20.06.2025/ DE000VD9N5M4 /
| 8/15/2024 8:46:08 AM |
Chg.-0.09 |
Bid10:43:39 AM |
Ask10:43:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-7.32% |
1.14
Bid Size: 9,000 |
1.18
Ask Size: 9,000 |
Expedia Group Inc |
150.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VD9N5M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.38 |
| Parity: |
-1.90 |
| Time value: |
1.15 |
| Break-even: |
147.72 |
| Moneyness: |
0.86 |
| Premium: |
0.26 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.44 |
| Theta: |
-0.03 |
| Omega: |
4.50 |
| Rho: |
0.34 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-19.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.37 |
0.76 |
| 1M High / 1M Low: |
1.74 |
0.63 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
