BVT Put 130 EXPE 20.09.2024
/ DE000VM7N966
BVT Put 130 EXPE 20.09.2024/ DE000VM7N966 /
| 2024-07-31 8:44:52 AM |
Chg.-0.080 |
Bid6:43:11 PM |
Ask6:43:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-8.89% |
0.920
Bid Size: 36,000 |
0.940
Ask Size: 36,000 |
Expedia Group Inc |
130.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.14 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
0.14 |
| Time value: |
0.78 |
| Break-even: |
111.00 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.02 |
| Spread %: |
2.22% |
| Delta: |
-0.48 |
| Theta: |
-0.08 |
| Omega: |
-6.16 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.900 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.33% |
| 1 Month |
|
|
-18.81% |
| 3 Months |
|
|
-13.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.750 |
| 1M High / 1M Low: |
1.180 |
0.550 |
| 6M High / 6M Low: |
2.040 |
0.550 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.863 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.38% |
| Volatility 6M: |
|
155.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
