BVT Call 300 AXP 21.03.2025
/ DE000VD989Z2
BVT Call 300 AXP 21.03.2025/ DE000VD989Z2 /
| 1/23/2025 8:55:18 AM |
Chg.+0.35 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
+13.57% |
-
Bid Size: - |
-
Ask Size: - |
American Express Com... |
300.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD989Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/18/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
2.14 |
| Time value: |
0.75 |
| Break-even: |
317.14 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
8.01 |
| Rho: |
0.32 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
2.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.65% |
| 1 Month |
|
|
+65.54% |
| 3 Months |
|
|
+240.70% |
| YTD |
|
|
+76.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.93 |
2.26 |
| 1M High / 1M Low: |
2.93 |
1.28 |
| 6M High / 6M Low: |
2.93 |
0.33 |
| High (YTD): |
1/23/2025 |
2.93 |
| Low (YTD): |
1/13/2025 |
1.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.50 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.27% |
| Volatility 6M: |
|
246.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |