BVT Call 42 DAL 20.09.2024
/ DE000VM7N1D5
BVT Call 42 DAL 20.09.2024/ DE000VM7N1D5 /
| 7/8/2024 8:48:00 AM |
Chg.-0.090 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-14.52% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
42.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N1D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.37 |
| Time value: |
0.16 |
| Break-even: |
44.10 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.92% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
5.94 |
| Rho: |
0.05 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
-42.39% |
| 3 Months |
|
|
-29.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.530 |
| 1M High / 1M Low: |
0.920 |
0.530 |
| 6M High / 6M Low: |
1.190 |
0.219 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.763 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.659 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.54% |
| Volatility 6M: |
|
146.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
