BVT Call 50 DAL 20.06.2025
/ DE000VD9KUR1
BVT Call 50 DAL 20.06.2025/ DE000VD9KUR1 /
| 2024-11-15 8:07:41 PM |
Chg.-0.120 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.670EUR |
-6.70% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
50.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
VD9KUR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
1.41 |
| Time value: |
0.36 |
| Break-even: |
65.18 |
| Moneyness: |
1.30 |
| Premium: |
0.06 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
2.86 |
| Rho: |
0.20 |
Quote data
| Open: |
1.710 |
| High: |
1.760 |
| Low: |
1.670 |
| Previous Close: |
1.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.61% |
| 1 Month |
|
|
+108.75% |
| 3 Months |
|
|
+662.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.420 |
| 1M High / 1M Low: |
1.790 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.622 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.187 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
