BVT Call 250 AXP 20.12.2024
/ DE000VD21KZ7
BVT Call 250 AXP 20.12.2024/ DE000VD21KZ7 /
| 2024-11-14 8:49:33 AM |
Chg.+0.01 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
+0.26% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
250.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD21KZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.65 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
3.56 |
| Time value: |
0.27 |
| Break-even: |
274.91 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.52% |
| Delta: |
0.89 |
| Theta: |
-0.11 |
| Omega: |
6.31 |
| Rho: |
0.20 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.32% |
| 1 Month |
|
|
+23.95% |
| 3 Months |
|
|
+238.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.47 |
3.72 |
| 1M High / 1M Low: |
4.47 |
2.35 |
| 6M High / 6M Low: |
4.47 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.94% |
| Volatility 6M: |
|
205.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
