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BVT Call 190 AXP 21.06.2024/  DE000VV80YS1  /

Frankfurt Zert./VONT
2024-06-11  10:15:26 AM Chg.-0.050 Bid12:17:23 PM Ask12:17:23 PM Underlying Strike price Expiration date Option type
4.010EUR -1.23% 3.970
Bid Size: 5,000		 4.070
Ask Size: 5,000		 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: 5.39
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 3.94
Implied volatility: 0.74
Historic volatility: 0.19
Parity: 3.94
Time value: 0.07
Break-even: 216.62
Moneyness: 1.22
Premium: 0.00
Premium p.a.: 0.12
Spread abs.: 0.02
Spread %: 0.50%
Delta: 0.96
Theta: -0.14
Omega: 5.15
Rho: 0.05
 

Quote data

Open: 4.010
High: 4.010
Low: 4.010
Previous Close: 4.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.66%
1 Month
  -18.33%
3 Months  
+22.26%
YTD  
+223.39%
1 Year  
+206.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.390 4.060
1M High / 1M Low: 4.990 4.060
6M High / 6M Low: 4.990 0.510
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:   4.154
Avg. volume 1W:   0.000
Avg. price 1M:   4.531
Avg. volume 1M:   0.000
Avg. price 6M:   2.950
Avg. volume 6M:   0.000
Avg. price 1Y:   1.771
Avg. volume 1Y:   0.000
Volatility 1M:   51.47%
Volatility 6M:   146.52%
Volatility 1Y:   149.13%
Volatility 3Y:   -