BVT Call 51 DAL 21.03.2025
/ DE000VD9KVL2
BVT Call 51 DAL 21.03.2025/ DE000VD9KVL2 /
| 15/11/2024 08:34:40 |
Chg.+0.01 |
Bid21:23:47 |
Ask21:23:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.51EUR |
+0.67% |
1.47
Bid Size: 20,000 |
1.48
Ask Size: 20,000 |
Delta Air Lines Inc |
51.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9KVL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
51.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
1.32 |
| Time value: |
0.23 |
| Break-even: |
63.93 |
| Moneyness: |
1.27 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
3.33 |
| Rho: |
0.12 |
Quote data
| Open: |
1.51 |
| High: |
1.51 |
| Low: |
1.51 |
| Previous Close: |
1.50 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.46% |
| 1 Month |
|
|
+139.68% |
| 3 Months |
|
|
+1410.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.50 |
1.14 |
| 1M High / 1M Low: |
1.50 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.94 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
