BVT Call 48 DAL 20.09.2024
/ DE000VM7N065
BVT Call 48 DAL 20.09.2024/ DE000VM7N065 /
| 9/13/2024 7:44:16 PM |
Chg.0.000 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
48.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N06 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 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: |
203.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.28 |
| Parity: |
-0.25 |
| Time value: |
0.02 |
| Break-even: |
43.54 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
51.63 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
0.16 |
| Theta: |
-0.05 |
| Omega: |
32.99 |
| Rho: |
0.00 |
Quote data
| Open: |
0.007 |
| High: |
0.016 |
| Low: |
0.007 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+85.71% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
-96.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.008 |
| 1M High / 1M Low: |
0.016 |
0.006 |
| 6M High / 6M Low: |
0.750 |
0.005 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.298 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
546.76% |
| Volatility 6M: |
|
359.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
