BVT Call 165 EXPE 20.12.2024
/ DE000VD3SWL6
BVT Call 165 EXPE 20.12.2024/ DE000VD3SWL6 /
| 13/11/2024 10:29:18 |
Chg.- |
Bid08:31:01 |
Ask08:31:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
- |
1.66
Bid Size: 3,000 |
1.78
Ask Size: 3,000 |
Expedia Group Inc |
165.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3SWL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.35 |
| Parity: |
1.45 |
| Time value: |
0.26 |
| Break-even: |
173.26 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.81 |
| Theta: |
-0.08 |
| Omega: |
8.08 |
| Rho: |
0.12 |
Quote data
| Open: |
1.77 |
| High: |
1.79 |
| Low: |
1.77 |
| Previous Close: |
2.07 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.59% |
| 1 Month |
|
|
+225.45% |
| 3 Months |
|
|
+678.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.07 |
1.35 |
| 1M High / 1M Low: |
2.07 |
0.53 |
| 6M High / 6M Low: |
2.07 |
0.11 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.68% |
| Volatility 6M: |
|
336.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
