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BVT Call 190 AXP 21.06.2024/  DE000VV80YS1  /

Frankfurt Zert./VONT
2024-06-04  7:43:15 PM Chg.+0.110 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
4.390EUR +2.57% -
Bid Size: -		 -
Ask Size: -		 American Express Com... 190.00 USD 2024-06-21 Call
 

Master data

WKN: VV80YS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: American Express Company
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.95
Leverage: Yes

Calculated values

Fair value: 4.33
Intrinsic value: 4.30
Implied volatility: 0.64
Historic volatility: 0.19
Parity: 4.30
Time value: 0.09
Break-even: 218.10
Moneyness: 1.25
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.46%
Delta: 0.95
Theta: -0.10
Omega: 4.71
Rho: 0.08
 

Quote data

Open: 4.370
High: 4.520
Low: 4.270
Previous Close: 4.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.92%
1 Month  
+9.20%
3 Months  
+40.71%
YTD  
+254.03%
1 Year  
+251.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.460 4.280
1M High / 1M Low: 4.990 4.140
6M High / 6M Low: 4.990 0.490
High (YTD): 2024-05-20 4.990
Low (YTD): 2024-01-18 0.750
52W High: 2024-05-20 4.990
52W Low: 2023-10-30 0.164
Avg. price 1W:   4.370
Avg. volume 1W:   0.000
Avg. price 1M:   4.614
Avg. volume 1M:   0.000
Avg. price 6M:   2.806
Avg. volume 6M:   0.000
Avg. price 1Y:   1.714
Avg. volume 1Y:   0.000
Volatility 1M:   62.03%
Volatility 6M:   150.14%
Volatility 1Y:   149.98%
Volatility 3Y:   -