OverviewChartNewsTraderScreen

BVT Call 155 AXP 21.06.2024/  DE000VM18778  /

Frankfurt Zert./VONT
2024-05-29  10:36:59 AM Chg.-0.030 Bid11:22:27 AM Ask11:22:27 AM Underlying Strike price Expiration date Option type
7.520EUR -0.40% 7.520
Bid Size: 5,000		 7.620
Ask Size: 5,000		 American Express Com... 155.00 USD 2024-06-21 Call
 

Master data

WKN: VM1877
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2024-06-21
Issue date: 2023-09-11
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.85
Leverage: Yes

Calculated values

Fair value: 7.61
Intrinsic value: 7.58
Implied volatility: 0.94
Historic volatility: 0.19
Parity: 7.58
Time value: 0.09
Break-even: 219.54
Moneyness: 1.53
Premium: 0.00
Premium p.a.: 0.07
Spread abs.: 0.02
Spread %: 0.26%
Delta: 0.97
Theta: -0.08
Omega: 2.78
Rho: 0.09
 

Quote data

Open: 7.520
High: 7.520
Low: 7.520
Previous Close: 7.550
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.65%
1 Month
  -4.81%
3 Months  
+21.49%
YTD  
+113.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.970 7.550
1M High / 1M Low: 8.170 7.220
6M High / 6M Low: 8.170 2.100
High (YTD): 2024-05-21 8.170
Low (YTD): 2024-01-18 2.800
52W High: - -
52W Low: - -
Avg. price 1W:   7.744
Avg. volume 1W:   0.000
Avg. price 1M:   7.813
Avg. volume 1M:   0.000
Avg. price 6M:   5.444
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   40.46%
Volatility 6M:   80.41%
Volatility 1Y:   -
Volatility 3Y:   -