BVT Put 130 EXPE 20.09.2024
/ DE000VM7N966
BVT Put 130 EXPE 20.09.2024/ DE000VM7N966 /
| 7/9/2024 8:03:14 PM |
Chg.-0.110 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
-11.46% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
130.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7N96 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.39 |
| Parity: |
0.42 |
| Time value: |
0.60 |
| Break-even: |
109.83 |
| Moneyness: |
1.04 |
| Premium: |
0.05 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
2.00% |
| Delta: |
-0.53 |
| Theta: |
-0.05 |
| Omega: |
-5.97 |
| Rho: |
-0.14 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.850 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.72% |
| 1 Month |
|
|
-28.57% |
| 3 Months |
|
|
-22.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.960 |
| 1M High / 1M Low: |
1.180 |
0.780 |
| 6M High / 6M Low: |
2.020 |
0.750 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.060 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.36% |
| Volatility 6M: |
|
179.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
