BVT Call 49 DAL 20.09.2024
/ DE000VM7N073
BVT Call 49 DAL 20.09.2024/ DE000VM7N073 /
| 7/12/2024 8:05:14 PM |
Chg.-0.018 |
Bid9:57:32 PM |
Ask9:57:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
-24.66% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
49.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-0.49 |
| Time value: |
0.06 |
| Break-even: |
45.55 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
19.23% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
14.19 |
| Rho: |
0.02 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.055 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.27% |
| 1 Month |
|
|
-83.82% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.055 |
| 1M High / 1M Low: |
0.380 |
0.055 |
| 6M High / 6M Low: |
0.690 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.258 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.65% |
| Volatility 6M: |
|
203.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
