BVT Call 39 UAL 20.09.2024
/ DE000VM8NQR4
BVT Call 39 UAL 20.09.2024/ DE000VM8NQR4 /
| 8/30/2024 8:02:43 PM |
Chg.+0.030 |
Bid9:20:26 AM |
Ask9:20:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+6.98% |
0.480
Bid Size: 15,000 |
0.510
Ask Size: 15,000 |
United Airlines Hold... |
39.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM8NQR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/18/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.37 |
| Parity: |
0.46 |
| Time value: |
0.05 |
| Break-even: |
40.40 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
6.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.420 |
| High: |
0.460 |
| Low: |
0.420 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
+39.39% |
| 3 Months |
|
|
-66.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.290 |
| 1M High / 1M Low: |
0.460 |
0.250 |
| 6M High / 6M Low: |
1.630 |
0.250 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.359 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.960 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
356.55% |
| Volatility 6M: |
|
217.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
