BVT Call 47 DAL 20.12.2024
/ DE000VD3SP03
BVT Call 47 DAL 20.12.2024/ DE000VD3SP03 /
| 14/11/2024 08:48:50 |
Chg.+0.05 |
Bid20:15:10 |
Ask20:15:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.72EUR |
+2.99% |
1.79
Bid Size: 18,000 |
1.80
Ask Size: 18,000 |
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: |
3.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.30 |
| Parity: |
1.65 |
| Time value: |
0.07 |
| Break-even: |
61.68 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
3.28 |
| Rho: |
0.04 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.72 |
| Previous Close: |
1.67 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.01% |
| 1 Month |
|
|
+201.75% |
| 3 Months |
|
|
+1333.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.67 |
1.33 |
| 1M High / 1M Low: |
1.67 |
0.57 |
| 6M High / 6M Low: |
1.67 |
0.08 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.35% |
| Volatility 6M: |
|
247.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
