BVT Call 15.5 AAL 20.12.2024
/ DE000VD3LU78
BVT Call 15.5 AAL 20.12.2024/ DE000VD3LU78 /
| 2024-11-07 8:47:27 AM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
15.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3LU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
-1.40 |
| Time value: |
0.40 |
| Break-even: |
14.84 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
10.08 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+106.70% |
| 3 Months |
|
|
+362.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.250 |
| 1M High / 1M Low: |
0.440 |
0.170 |
| 6M High / 6M Low: |
1.980 |
0.062 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.332 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.310 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.372 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
395.56% |
| Volatility 6M: |
|
277.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
