BVT Put 105 EXPE 21.06.2024
/ DE000VM3XSS8
BVT Put 105 EXPE 21.06.2024/ DE000VM3XSS8 /
| 2024-05-02 7:51:39 PM |
Chg.-0.020 |
Bid9:59:14 PM |
Ask9:59:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.073EUR |
-21.51% |
-
Bid Size: - |
-
Ask Size: - |
Expedia Group Inc |
105.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3XSS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-102.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-2.63 |
| Time value: |
0.12 |
| Break-even: |
96.76 |
| Moneyness: |
0.79 |
| Premium: |
0.22 |
| Premium p.a.: |
3.30 |
| Spread abs.: |
0.01 |
| Spread %: |
12.04% |
| Delta: |
-0.10 |
| Theta: |
-0.04 |
| Omega: |
-9.76 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.073 |
| Previous Close: |
0.093 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.13% |
| 1 Month |
|
|
-52.90% |
| 3 Months |
|
|
-61.78% |
| YTD |
|
|
-66.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.106 |
0.088 |
| 1M High / 1M Low: |
0.184 |
0.088 |
| 6M High / 6M Low: |
1.610 |
0.088 |
| High (YTD): |
2024-02-09 |
0.290 |
| Low (YTD): |
2024-04-29 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.260 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.67% |
| Volatility 6M: |
|
220.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
