BVT Call 48 DAL 20.12.2024
/ DE000VD3SP45
BVT Call 48 DAL 20.12.2024/ DE000VD3SP45 /
| 11/14/2024 8:48:50 AM |
Chg.+0.06 |
Bid9:38:45 PM |
Ask9:38:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
+3.82% |
1.67
Bid Size: 18,000 |
1.68
Ask Size: 18,000 |
Delta Air Lines Inc |
48.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD3SP4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 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: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.30 |
| Parity: |
1.56 |
| Time value: |
0.07 |
| Break-even: |
61.73 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.44 |
| Rho: |
0.04 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.12% |
| 1 Month |
|
|
+226.00% |
| 3 Months |
|
|
+1530.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.24 |
| 1M High / 1M Low: |
1.57 |
0.50 |
| 6M High / 6M Low: |
1.57 |
0.07 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.72% |
| Volatility 6M: |
|
263.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
