BVT Call 190 AXP 21.06.2024
/ DE000VV80YS1
BVT Call 190 AXP 21.06.2024/ DE000VV80YS1 /
2024-05-29 8:28:18 AM |
Chg.-0.04 |
Bid10:15:24 AM |
Ask10:15:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
4.37EUR |
-0.91% |
4.31 Bid Size: 5,000 |
4.41 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: |
|
- |