BVT Call 270 AXP 21.03.2025
/ DE000VD9EUP8
BVT Call 270 AXP 21.03.2025/ DE000VD9EUP8 /
| 1/24/2025 7:54:31 PM |
Chg.-0.680 |
Bid8:48:48 PM |
Ask8:48:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.910EUR |
-12.16% |
4.880
Bid Size: 15,000 |
4.900
Ask Size: 15,000 |
American Express Com... |
270.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9EUP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 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: |
5.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.49 |
| Intrinsic value: |
5.36 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
5.36 |
| Time value: |
0.35 |
| Break-even: |
316.32 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.35% |
| Delta: |
0.90 |
| Theta: |
-0.09 |
| Omega: |
4.95 |
| Rho: |
0.35 |
Quote data
| Open: |
5.680 |
| High: |
5.680 |
| Low: |
4.650 |
| Previous Close: |
5.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.36% |
| 1 Month |
|
|
+39.89% |
| 3 Months |
|
|
+154.40% |
| YTD |
|
|
+38.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.590 |
4.660 |
| 1M High / 1M Low: |
5.590 |
3.280 |
| 6M High / 6M Low: |
5.590 |
0.800 |
| High (YTD): |
1/23/2025 |
5.590 |
| Low (YTD): |
1/2/2025 |
3.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.173 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.10% |
| Volatility 6M: |
|
181.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |