BVT Call 10 AAL 20.12.2024
/ DE000VC0UUZ3
BVT Call 10 AAL 20.12.2024/ DE000VC0UUZ3 /
| 11/8/2024 10:32:42 AM |
Chg.-0.050 |
Bid1:18:02 PM |
Ask1:18:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
-1.40% |
3.510
Bid Size: 5,000 |
3.560
Ask Size: 5,000 |
American Airlines Gr... |
10.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VC0UUZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/26/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.39 |
| Intrinsic value: |
3.35 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.38 |
| Parity: |
3.35 |
| Time value: |
0.14 |
| Break-even: |
12.75 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.35 |
| Rho: |
0.01 |
Quote data
| Open: |
3.520 |
| High: |
3.520 |
| Low: |
3.520 |
| Previous Close: |
3.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.62% |
| 1 Month |
|
|
+53.04% |
| 3 Months |
|
|
+228.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.060 |
| 1M High / 1M Low: |
3.870 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.940 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
