BVT Call 44 DAL 20.09.2024
/ DE000VM7N1A1
BVT Call 44 DAL 20.09.2024/ DE000VM7N1A1 /
| 7/12/2024 8:05:34 PM |
Chg.-0.026 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.202EUR |
-11.40% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
44.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N1A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 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: |
20.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.03 |
| Time value: |
0.20 |
| Break-even: |
42.34 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.52 |
| Theta: |
-0.02 |
| Omega: |
10.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.202 |
| Previous Close: |
0.228 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.90% |
| 1 Month |
|
|
-68.44% |
| 3 Months |
|
|
-65.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.202 |
| 1M High / 1M Low: |
0.700 |
0.202 |
| 6M High / 6M Low: |
1.050 |
0.174 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.360 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.543 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.94% |
| Volatility 6M: |
|
156.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
