BVT Call 170 EXPE 21.06.2024
/ DE000VM6TXP5
BVT Call 170 EXPE 21.06.2024/ DE000VM6TXP5 /
| 2024-05-02 8:47:23 AM |
Chg.-0.018 |
Bid9:38:54 PM |
Ask9:38:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-13.14% |
0.100
Bid Size: 33,000 |
0.113
Ask Size: 33,000 |
Expedia Group Inc |
170.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6TXP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.39 |
| Parity: |
-3.44 |
| Time value: |
0.15 |
| Break-even: |
160.10 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
5.37 |
| Spread abs.: |
0.01 |
| Spread %: |
9.70% |
| Delta: |
0.13 |
| Theta: |
-0.05 |
| Omega: |
11.05 |
| Rho: |
0.02 |
Quote data
| Open: |
0.119 |
| High: |
0.119 |
| Low: |
0.119 |
| Previous Close: |
0.137 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-11.19% |
| 3 Months |
|
|
-86.92% |
| YTD |
|
|
-88.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.179 |
0.133 |
| 1M High / 1M Low: |
0.179 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-08 |
1.030 |
| Low (YTD): |
2024-04-19 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.147 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
