BVT Put 96 EXPE 21.06.2024
/ DE000VM3M1L3
BVT Put 96 EXPE 21.06.2024/ DE000VM3M1L3 /
| 2024-05-02 1:51:49 PM |
Chg.-0.004 |
Bid4:32:23 PM |
Ask4:32:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
-9.52% |
0.031
Bid Size: 33,000 |
0.044
Ask Size: 33,000 |
Expedia Group Inc |
96.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3M1L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Expedia Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
96.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-188.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.39 |
| Parity: |
-3.47 |
| Time value: |
0.07 |
| Break-even: |
88.92 |
| Moneyness: |
0.72 |
| Premium: |
0.28 |
| Premium p.a.: |
5.21 |
| Spread abs.: |
0.01 |
| Spread %: |
24.53% |
| Delta: |
-0.05 |
| Theta: |
-0.03 |
| Omega: |
-9.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.039 |
| High: |
0.039 |
| Low: |
0.038 |
| Previous Close: |
0.042 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.83% |
| 1 Month |
|
|
-47.22% |
| 3 Months |
|
|
-68.07% |
| YTD |
|
|
-72.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.042 |
| 1M High / 1M Low: |
0.089 |
0.042 |
| 6M High / 6M Low: |
1.160 |
0.042 |
| High (YTD): |
2024-01-04 |
0.175 |
| Low (YTD): |
2024-04-30 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.161 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.81% |
| Volatility 6M: |
|
225.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
