BVT Call 3900 BKNG 19.07.2024
/ DE000VD5JMK3
BVT Call 3900 BKNG 19.07.2024/ DE000VD5JMK3 /
7/8/2024 8:51:47 AM |
Chg.-0.140 |
Bid11:42:11 AM |
Ask11:42:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.660EUR |
-17.50% |
0.710 Bid Size: 5,000 |
0.830 Ask Size: 5,000 |
Booking Holdings Inc |
3,900.00 USD |
7/19/2024 |
Call |
Master data
WKN: |
VD5JMK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Booking Holdings Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,900.00 USD |
Maturity: |
7/19/2024 |
Issue date: |
5/6/2024 |
Last trading day: |
7/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
47.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.24 |
Historic volatility: |
0.23 |
Parity: |
0.28 |
Time value: |
0.49 |
Break-even: |
3,679.52 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.02 |
Spread %: |
2.67% |
Delta: |
0.59 |
Theta: |
-2.86 |
Omega: |
27.91 |
Rho: |
0.62 |
Quote data
Open: |
0.660 |
High: |
0.660 |
Low: |
0.660 |
Previous Close: |
0.800 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-52.52% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.390 |
0.590 |
1M High / 1M Low: |
1.600 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.114 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |