BVT Call 39 DAL 20.09.2024
/ DE000VM73A68
BVT Call 39 DAL 20.09.2024/ DE000VM73A68 /
| 09/08/2024 20:01:22 |
Chg.-0.005 |
Bid09:35:58 |
Ask09:35:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.206EUR |
-2.37% |
0.204
Bid Size: 12,000 |
0.220
Ask Size: 12,000 |
Delta Air Lines Inc |
39.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM73A6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.03 |
| Time value: |
0.20 |
| Break-even: |
37.97 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
4.67% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
9.02 |
| Rho: |
0.02 |
Quote data
| Open: |
0.240 |
| High: |
0.250 |
| Low: |
0.206 |
| Previous Close: |
0.211 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
-61.13% |
| 3 Months |
|
|
-84.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.141 |
| 1M High / 1M Low: |
0.680 |
0.141 |
| 6M High / 6M Low: |
1.460 |
0.141 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.190 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.442 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.866 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
305.08% |
| Volatility 6M: |
|
156.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
