BVT Call 94 EXPE 21.06.2024
/ DE000VM4EA55
BVT Call 94 EXPE 21.06.2024/ DE000VM4EA55 /
| 2024-04-29 8:11:52 AM |
Chg.-0.14 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.04EUR |
-3.35% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
94.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4EA5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.89 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.39 |
| Parity: |
3.89 |
| Time value: |
0.15 |
| Break-even: |
128.19 |
| Moneyness: |
1.44 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.50% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
2.95 |
| Rho: |
0.11 |
Quote data
| Open: |
4.04 |
| High: |
4.04 |
| Low: |
4.04 |
| Previous Close: |
4.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.76% |
| 1 Month |
|
|
-6.26% |
| 3 Months |
|
|
-29.25% |
| YTD |
|
|
-29.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.18 |
3.49 |
| 1M High / 1M Low: |
4.18 |
3.28 |
| 6M High / 6M Low: |
6.03 |
1.33 |
| High (YTD): |
2024-02-08 |
6.03 |
| Low (YTD): |
2024-04-19 |
3.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.85 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.43% |
| Volatility 6M: |
|
113.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
