BVT Call 46 DAL 20.09.2024
/ DE000VM7N081
BVT Call 46 DAL 20.09.2024/ DE000VM7N081 /
| 12/07/2024 19:54:07 |
Chg.-0.028 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
-18.30% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
46.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7N08 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.22 |
| Time value: |
0.13 |
| Break-even: |
43.44 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
8.62% |
| Delta: |
0.38 |
| Theta: |
-0.02 |
| Omega: |
12.11 |
| Rho: |
0.03 |
Quote data
| Open: |
0.188 |
| High: |
0.188 |
| Low: |
0.125 |
| Previous Close: |
0.153 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.68% |
| 1 Month |
|
|
-75.49% |
| 3 Months |
|
|
-73.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.125 |
| 1M High / 1M Low: |
0.560 |
0.125 |
| 6M High / 6M Low: |
0.900 |
0.125 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.437 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.41% |
| Volatility 6M: |
|
175.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
