BVT Call 49 DAL 20.09.2024
/ DE000VM7N073
BVT Call 49 DAL 20.09.2024/ DE000VM7N073 /
| 09/08/2024 20:01:29 |
Chg.0.000 |
Bid21:57:13 |
Ask21:45:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.009EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
49.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7N07 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
180.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.28 |
| Parity: |
-0.89 |
| Time value: |
0.02 |
| Break-even: |
45.09 |
| Moneyness: |
0.80 |
| Premium: |
0.25 |
| Premium p.a.: |
6.41 |
| Spread abs.: |
0.01 |
| Spread %: |
122.22% |
| Delta: |
0.09 |
| Theta: |
-0.01 |
| Omega: |
15.40 |
| Rho: |
0.00 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.009 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-52.63% |
| 1 Month |
|
|
-87.67% |
| 3 Months |
|
|
-98.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.006 |
| 1M High / 1M Low: |
0.111 |
0.006 |
| 6M High / 6M Low: |
0.690 |
0.006 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.009 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.049 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.294 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
622.41% |
| Volatility 6M: |
|
307.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
