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BVT Call 190 AXP 21.06.2024/  DE000VV80YS1  /

EUWAX
2024-05-29  8:28:18 AM Chg.-0.04 Bid11:44:47 AM Ask11:44:47 AM Underlying Strike price Expiration date Option type
4.37EUR -0.91% 4.23
Bid Size: 5,000		 4.33
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: 4.89
Leverage: Yes

Calculated values

Fair value: 4.40
Intrinsic value: 4.35
Implied volatility: 0.58
Historic volatility: 0.19
Parity: 4.35
Time value: 0.12
Break-even: 219.80
Moneyness: 1.25
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 0.45%
Delta: 0.95
Theta: -0.09
Omega: 4.64
Rho: 0.10
 

Quote data

Open: 4.37
High: 4.37
Low: 4.37
Previous Close: 4.41
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.60%
1 Month
  -3.10%
3 Months  
+40.51%
YTD  
+255.28%
1 Year  
+446.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.00 4.30
1M High / 1M Low: 5.00 4.00
6M High / 6M Low: 5.00 0.46
High (YTD): 2024-05-22 5.00
Low (YTD): 2024-01-16 0.78
52W High: 2024-05-22 5.00
52W Low: 2023-10-27 0.16
Avg. price 1W:   4.60
Avg. volume 1W:   0.00
Avg. price 1M:   4.60
Avg. volume 1M:   0.00
Avg. price 6M:   2.67
Avg. volume 6M:   0.00
Avg. price 1Y:   1.64
Avg. volume 1Y:   0.00
Volatility 1M:   86.19%
Volatility 6M:   167.71%
Volatility 1Y:   158.90%
Volatility 3Y:   -