BVT Call 47 DAL 20.12.2024/  DE000VD3SP03  /

Frankfurt Zert./VONT
08/07/2024  20:04:01 Chg.+0.030 Bid21:57:59 Ask21:57:59 Underlying Strike price Expiration date Option type
0.440EUR +7.32% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 47.00 USD 20/12/2024 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: 20/12/2024
Issue date: 10/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.37
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.26
Parity: -0.09
Time value: 0.41
Break-even: 47.52
Moneyness: 0.98
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.50%
Delta: 0.54
Theta: -0.01
Omega: 5.62
Rho: 0.09
 

Quote data

Open: 0.420
High: 0.440
Low: 0.410
Previous Close: 0.410
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.410
1M High / 1M Low: 0.730 0.410
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.576
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   118.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -