BVT Call 49 DAL 21.03.2025
/ DE000VD9KU24
BVT Call 49 DAL 21.03.2025/ DE000VD9KU24 /
2024-09-09 8:33:58 AM |
Chg.+0.004 |
Bid2:31:30 PM |
Ask2:31:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.221EUR |
+1.84% |
0.227 Bid Size: 23,000 |
0.237 Ask Size: 23,000 |
Delta Air Lines Inc |
49.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
VD9KU2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
49.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-09 |
Last trading day: |
2025-03-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
-0.63 |
Time value: |
0.23 |
Break-even: |
46.54 |
Moneyness: |
0.86 |
Premium: |
0.23 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
4.46% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
5.97 |
Rho: |
0.06 |
Quote data
Open: |
0.221 |
High: |
0.221 |
Low: |
0.221 |
Previous Close: |
0.217 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.45% |
1 Month |
|
|
+25.57% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.223 |
0.217 |
1M High / 1M Low: |
0.223 |
0.131 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.177 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.95% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |