BVT Call 39 UAL 20.09.2024
/ DE000VM8NQR4
BVT Call 39 UAL 20.09.2024/ DE000VM8NQR4 /
| 8/30/2024 8:44:51 AM |
Chg.+0.090 |
Bid10:02:28 AM |
Ask10:02:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+29.03% |
0.420
Bid Size: 17,000 |
0.440
Ask Size: 17,000 |
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: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.36 |
| Parity: |
0.33 |
| Time value: |
0.08 |
| Break-even: |
39.30 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
7.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.21% |
| 1 Month |
|
|
-49.37% |
| 3 Months |
|
|
-68.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.310 |
| 1M High / 1M Low: |
0.790 |
0.260 |
| 6M High / 6M Low: |
1.640 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.372 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.405 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.961 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.76% |
| Volatility 6M: |
|
197.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
