BVT Call 47 DAL 20.12.2024
/ DE000VD3SP03
BVT Call 47 DAL 20.12.2024/ DE000VD3SP03 /
| 8/2/2024 8:41:16 AM |
Chg.-0.055 |
Bid10:33:54 AM |
Ask10:33:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.159EUR |
-25.70% |
0.156
Bid Size: 14,000 |
0.166
Ask Size: 14,000 |
Delta Air Lines Inc |
47.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SP0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.51 |
| Time value: |
0.18 |
| Break-even: |
45.39 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
5.81% |
| Delta: |
0.35 |
| Theta: |
-0.01 |
| Omega: |
7.44 |
| Rho: |
0.04 |
Quote data
| Open: |
0.159 |
| High: |
0.159 |
| Low: |
0.159 |
| Previous Close: |
0.214 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.75% |
| 1 Month |
|
|
-64.67% |
| 3 Months |
|
|
-78.51% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.213 |
| 1M High / 1M Low: |
0.470 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
