BVT Call 51 DAL 20.09.2024
/ DE000VD0WL38
BVT Call 51 DAL 20.09.2024/ DE000VD0WL38 /
| 08/07/2024 19:53:30 |
Chg.+0.014 |
Bid08:04:07 |
Ask08:04:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
+11.38% |
0.131
Bid Size: 10,000 |
0.156
Ask Size: 10,000 |
Delta Air Lines Inc |
51.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD0WL3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-0.46 |
| Time value: |
0.12 |
| Break-even: |
48.31 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
10.70 |
| Rho: |
0.02 |
Quote data
| Open: |
0.121 |
| High: |
0.137 |
| Low: |
0.119 |
| Previous Close: |
0.123 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.74% |
| 1 Month |
|
|
-59.71% |
| 3 Months |
|
|
-52.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.123 |
| 1M High / 1M Low: |
0.350 |
0.123 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
