BVT Call 44 UAL 20.09.2024
/ DE000VM7NU57
BVT Call 44 UAL 20.09.2024/ DE000VM7NU57 /
| 2024-07-05 8:01:34 PM |
Chg.-0.090 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-14.06% |
-
Bid Size: - |
-
Ask Size: - |
United Airlines Hold... |
44.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NU5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.35 |
| Parity: |
0.28 |
| Time value: |
0.26 |
| Break-even: |
45.99 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
5.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.550 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.38% |
| 1 Month |
|
|
-48.11% |
| 3 Months |
|
|
+12.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.550 |
| 1M High / 1M Low: |
1.060 |
0.550 |
| 6M High / 6M Low: |
1.240 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.706 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.52% |
| Volatility 6M: |
|
205.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
