BVT Call 155 EXPE 20.06.2025
/ DE000VD9N5K8
BVT Call 155 EXPE 20.06.2025/ DE000VD9N5K8 /
| 2024-10-18 8:49:01 AM |
Chg.-0.18 |
Bid9:35:28 PM |
Ask9:35:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-7.29% |
2.25
Bid Size: 24,000 |
2.27
Ask Size: 24,000 |
Expedia Group Inc |
155.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9N5K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.39 |
| Parity: |
0.28 |
| Time value: |
1.99 |
| Break-even: |
165.83 |
| Moneyness: |
1.02 |
| Premium: |
0.14 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
0.89% |
| Delta: |
0.61 |
| Theta: |
-0.05 |
| Omega: |
3.95 |
| Rho: |
0.45 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.46% |
| 1 Month |
|
|
+78.91% |
| 3 Months |
|
|
+55.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.82 |
| 1M High / 1M Low: |
2.47 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
