BVT Call 240 AXP 21.03.2025
/ DE000VD9ET41
BVT Call 240 AXP 21.03.2025/ DE000VD9ET41 /
| 1/23/2025 8:05:02 PM |
Chg.+0.310 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.390EUR |
+3.84% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
240.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9ET4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.00 |
| Intrinsic value: |
7.90 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.23 |
| Parity: |
7.90 |
| Time value: |
0.28 |
| Break-even: |
312.39 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.25% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
3.56 |
| Rho: |
0.33 |
Quote data
| Open: |
8.390 |
| High: |
8.440 |
| Low: |
8.360 |
| Previous Close: |
8.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.38% |
| 1 Month |
|
|
+39.83% |
| 3 Months |
|
|
+123.14% |
| YTD |
|
|
+35.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.390 |
7.400 |
| 1M High / 1M Low: |
8.390 |
5.850 |
| 6M High / 6M Low: |
8.390 |
1.720 |
| High (YTD): |
1/23/2025 |
8.390 |
| Low (YTD): |
1/10/2025 |
5.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.836 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.782 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.501 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.98% |
| Volatility 6M: |
|
132.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |