BVT Call 40 DAL 20.09.2024
/ DE000VM73A43
BVT Call 40 DAL 20.09.2024/ DE000VM73A43 /
| 8/12/2024 1:44:00 PM |
Chg.-0.010 |
Bid4:03:37 PM |
Ask4:03:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.154EUR |
-6.10% |
0.147
Bid Size: 55,000 |
0.157
Ask Size: 55,000 |
Delta Air Lines Inc |
40.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM73A4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-0.06 |
| Time value: |
0.17 |
| Break-even: |
38.38 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.01 |
| Spread %: |
6.14% |
| Delta: |
0.49 |
| Theta: |
-0.03 |
| Omega: |
10.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.141 |
| High: |
0.154 |
| Low: |
0.141 |
| Previous Close: |
0.164 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.52% |
| 1 Month |
|
|
-65.78% |
| 3 Months |
|
|
-87.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.166 |
0.103 |
| 1M High / 1M Low: |
0.610 |
0.103 |
| 6M High / 6M Low: |
1.370 |
0.103 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.793 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
341.64% |
| Volatility 6M: |
|
168.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
