BVT Put 120 EXPE 20.09.2024
/ DE000VM7PAF0
BVT Put 120 EXPE 20.09.2024/ DE000VM7PAF0 /
| 31/07/2024 19:44:50 |
Chg.+0.020 |
Bid21:57:46 |
Ask21:57:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
120.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7PAF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-22.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.40 |
| Parity: |
-0.79 |
| Time value: |
0.52 |
| Break-even: |
105.75 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
-0.32 |
| Theta: |
-0.08 |
| Omega: |
-7.22 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.470 |
| High: |
0.540 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.56% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.450 |
| 1M High / 1M Low: |
0.670 |
0.290 |
| 6M High / 6M Low: |
1.300 |
0.290 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.473 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.733 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.96% |
| Volatility 6M: |
|
194.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
