BVT Call 150 EXPE 21.06.2024
/ DE000VM5LJH0
BVT Call 150 EXPE 21.06.2024/ DE000VM5LJH0 /
| 2024-05-02 1:51:53 PM |
Chg.-0.030 |
Bid4:35:20 PM |
Ask4:35:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-6.82% |
0.390
Bid Size: 33,000 |
0.410
Ask Size: 33,000 |
Expedia Group Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5LJH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.39 |
| Parity: |
-1.57 |
| Time value: |
0.45 |
| Break-even: |
144.46 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
2.01 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.32 |
| Theta: |
-0.09 |
| Omega: |
8.70 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.15% |
| 1 Month |
|
|
+7.89% |
| 3 Months |
|
|
-76.44% |
| YTD |
|
|
-77.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.520 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
2.130 |
| Low (YTD): |
2024-04-18 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.468 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.394 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
