BVT Call 47 DAL 20.09.2024
/ DE000VM7N099
BVT Call 47 DAL 20.09.2024/ DE000VM7N099 /
| 9/13/2024 7:45:04 PM |
Chg.+0.001 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+4.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
47.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N09 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 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: |
131.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
-0.16 |
| Time value: |
0.03 |
| Break-even: |
42.74 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
16.21 |
| Spread abs.: |
0.01 |
| Spread %: |
47.62% |
| Delta: |
0.24 |
| Theta: |
-0.06 |
| Omega: |
32.11 |
| Rho: |
0.00 |
Quote data
| Open: |
0.014 |
| High: |
0.036 |
| Low: |
0.014 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+136.36% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
-94.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.029 |
0.015 |
| 1M High / 1M Low: |
0.029 |
0.008 |
| 6M High / 6M Low: |
0.820 |
0.008 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.337 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
669.97% |
| Volatility 6M: |
|
387.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
