BVT Call 250 AXP 20.09.2024
/ DE000VD0LRW4
BVT Call 250 AXP 20.09.2024/ DE000VD0LRW4 /
| 13/09/2024 08:19:59 |
Chg.-0.040 |
Bid16:00:30 |
Ask16:00:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-5.56% |
0.960
Bid Size: 25,000 |
0.980
Ask Size: 25,000 |
American Express Com... |
250.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0LRW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.21 |
| Parity: |
0.46 |
| Time value: |
0.30 |
| Break-even: |
233.25 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.66 |
| Theta: |
-0.33 |
| Omega: |
20.12 |
| Rho: |
0.03 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.720 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+126.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.280 |
| 1M High / 1M Low: |
1.200 |
0.280 |
| 6M High / 6M Low: |
1.200 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.684 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.703 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
673.06% |
| Volatility 6M: |
|
379.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
