BVT Call 46 UAL 20.09.2024/  DE000VM7NVH7  /

EUWAX
2024-07-26  8:48:29 AM Chg.+0.060 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.330EUR +22.22% -
Bid Size: -
-
Ask Size: -
United Airlines Hold... 46.00 USD 2024-09-20 Call
 

Master data

WKN: VM7NVH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: United Airlines Holdings Inc
Type: Warrant
Option type: Call
Strike price: 46.00 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: 12.12
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.13
Implied volatility: 0.42
Historic volatility: 0.35
Parity: 0.13
Time value: 0.23
Break-even: 45.97
Moneyness: 1.03
Premium: 0.05
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 2.86%
Delta: 0.62
Theta: -0.03
Omega: 7.46
Rho: 0.04
 

Quote data

Open: 0.330
High: 0.330
Low: 0.330
Previous Close: 0.270
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.45%
1 Month
  -36.54%
3 Months
  -67.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.270
1M High / 1M Low: 0.550 0.260
6M High / 6M Low: 1.090 0.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   0.589
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   289.72%
Volatility 6M:   212.91%
Volatility 1Y:   -
Volatility 3Y:   -