BVT Call 42 DAL 20.12.2024
/ DE000VC10EV4
BVT Call 42 DAL 20.12.2024/ DE000VC10EV4 /
| 2024-10-17 8:14:22 AM |
Chg.+0.34 |
Bid11:06:21 AM |
Ask11:06:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+32.38% |
1.39
Bid Size: 6,000 |
1.43
Ask Size: 6,000 |
Delta Air Lines Inc |
42.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VC10EV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-13 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.29 |
| Parity: |
1.32 |
| Time value: |
0.09 |
| Break-even: |
52.78 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.90 |
| Theta: |
-0.02 |
| Omega: |
3.31 |
| Rho: |
0.06 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.32% |
| 1 Month |
|
|
+167.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.13 |
0.87 |
| 1M High / 1M Low: |
1.13 |
0.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
