BVT Call 52 DAL 20.06.2025
/ DE000VD9KUS9
BVT Call 52 DAL 20.06.2025/ DE000VD9KUS9 /
| 15/11/2024 19:54:54 |
Chg.-0.110 |
Bid21:52:58 |
Ask21:52:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-6.75% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
52.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VD9KUS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
1.22 |
| Time value: |
0.41 |
| Break-even: |
65.68 |
| Moneyness: |
1.25 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.01 |
| Rho: |
0.19 |
Quote data
| Open: |
1.570 |
| High: |
1.630 |
| Low: |
1.520 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+70.79% |
| 3 Months |
|
|
+804.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.630 |
1.450 |
| 1M High / 1M Low: |
1.630 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.530 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.102 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
