BVT Call 13 AAL 20.12.2024
/ DE000VD4BDW7
BVT Call 13 AAL 20.12.2024/ DE000VD4BDW7 /
| 2024-11-08 10:10:34 AM |
Chg.-0.040 |
Bid10:13:24 AM |
Ask10:13:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-3.36% |
1.150
Bid Size: 7,000 |
1.180
Ask Size: 7,000 |
American Airlines Gr... |
13.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4BDW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
0.57 |
| Time value: |
0.58 |
| Break-even: |
13.19 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
7.14 |
| Rho: |
0.01 |
Quote data
| Open: |
1.150 |
| High: |
1.150 |
| Low: |
1.150 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.74% |
| 1 Month |
|
|
+61.97% |
| 3 Months |
|
|
+270.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
0.980 |
| 1M High / 1M Low: |
1.450 |
0.540 |
| 6M High / 6M Low: |
3.330 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.54% |
| Volatility 6M: |
|
229.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
