BVT Call 370 AXP 20.06.2025
/ DE000VC9J7N6
BVT Call 370 AXP 20.06.2025/ DE000VC9J7N6 /
| 1/24/2025 8:06:06 PM |
Chg.-0.260 |
Bid8:36:15 PM |
Ask8:36:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-32.50% |
0.530
Bid Size: 28,000 |
0.550
Ask Size: 28,000 |
American Express Com... |
370.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
VC9J7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Express Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
11/27/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-4.24 |
| Time value: |
0.85 |
| Break-even: |
363.73 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
2.41% |
| Delta: |
0.28 |
| Theta: |
-0.07 |
| Omega: |
10.25 |
| Rho: |
0.32 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.500 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.90% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
+20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.580 |
| 1M High / 1M Low: |
0.800 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
0.800 |
| Low (YTD): |
1/13/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.518 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
219.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |