BVT Call 165 AXP 20.09.2024
/ DE000VM3L852
BVT Call 165 AXP 20.09.2024/ DE000VM3L852 /
| 02/08/2024 10:22:12 |
Chg.-0.110 |
Bid12:14:08 |
Ask12:14:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.730EUR |
-1.40% |
7.670
Bid Size: 5,000 |
7.780
Ask Size: 5,000 |
American Express Com... |
165.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3L85 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.83 |
| Intrinsic value: |
7.76 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.19 |
| Parity: |
7.76 |
| Time value: |
0.18 |
| Break-even: |
232.37 |
| Moneyness: |
1.51 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
2.79 |
| Rho: |
0.19 |
Quote data
| Open: |
7.730 |
| High: |
7.730 |
| Low: |
7.730 |
| Previous Close: |
7.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.52% |
| 1 Month |
|
|
+15.89% |
| 3 Months |
|
|
+16.07% |
| YTD |
|
|
+144.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.450 |
7.540 |
| 1M High / 1M Low: |
8.450 |
6.660 |
| 6M High / 6M Low: |
8.450 |
4.480 |
| High (YTD): |
31/07/2024 |
8.450 |
| Low (YTD): |
18/01/2024 |
2.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.940 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.73% |
| Volatility 6M: |
|
59.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
