BVT Call 160 EXPE 21.06.2024
/ DE000VM5PFH9
BVT Call 160 EXPE 21.06.2024/ DE000VM5PFH9 /
| 2024-05-03 4:52:11 PM |
Chg.-0.207 |
Bid5:35:24 PM |
Ask4:52:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
-98.10% |
0.003
Bid Size: 38,000 |
0.022
Ask Size: 38,000 |
Expedia Group Inc |
160.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5PFH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
-2.23 |
| Time value: |
0.25 |
| Break-even: |
151.62 |
| Moneyness: |
0.85 |
| Premium: |
0.20 |
| Premium p.a.: |
2.78 |
| Spread abs.: |
0.02 |
| Spread %: |
8.70% |
| Delta: |
0.21 |
| Theta: |
-0.07 |
| Omega: |
10.80 |
| Rho: |
0.03 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.004 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-98.52% |
| 1 Month |
|
|
-98.02% |
| 3 Months |
|
|
-99.69% |
| YTD |
|
|
-99.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.211 |
| 1M High / 1M Low: |
0.310 |
0.174 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
1.620 |
| Low (YTD): |
2024-04-18 |
0.174 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.227 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
