BVT Call 38 UAL 20.09.2024
/ DE000VM8P6Y7
BVT Call 38 UAL 20.09.2024/ DE000VM8P6Y7 /
| 7/26/2024 8:02:21 PM |
Chg.+0.030 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+3.37% |
-
Bid Size: - |
-
Ask Size: - |
United Airlines Hold... |
38.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM8P6Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/19/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.86 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.35 |
| Parity: |
0.86 |
| Time value: |
0.08 |
| Break-even: |
44.40 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
4.09 |
| Rho: |
0.04 |
Quote data
| Open: |
0.900 |
| High: |
0.920 |
| Low: |
0.860 |
| Previous Close: |
0.890 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-15.60% |
| 3 Months |
|
|
-39.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.860 |
| 1M High / 1M Low: |
1.090 |
0.720 |
| 6M High / 6M Low: |
1.710 |
0.670 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.947 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.95% |
| Volatility 6M: |
|
149.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
