BVT Call 16 AAL 20.12.2024
/ DE000VD3LVB4
BVT Call 16 AAL 20.12.2024/ DE000VD3LVB4 /
| 10/4/2024 7:44:00 PM |
Chg.+0.039 |
Bid9:59:17 PM |
Ask9:59:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.148EUR |
+35.78% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
16.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3LVB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/8/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
65.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
-4.09 |
| Time value: |
0.16 |
| Break-even: |
14.74 |
| Moneyness: |
0.72 |
| Premium: |
0.41 |
| Premium p.a.: |
4.13 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
8.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.122 |
| High: |
0.173 |
| Low: |
0.115 |
| Previous Close: |
0.109 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.82% |
| 1 Month |
|
|
+30.97% |
| 3 Months |
|
|
-32.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.148 |
0.098 |
| 1M High / 1M Low: |
0.162 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
