BVT Call 52 DAL 20.09.2024
/ DE000VD1PYA5
BVT Call 52 DAL 20.09.2024/ DE000VD1PYA5 /
| 2024-08-01 7:43:58 PM |
Chg.-0.005 |
Bid9:56:16 PM |
Ask8:40:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-33.33% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
52.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD1PYA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
165.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.83 |
| Time value: |
0.02 |
| Break-even: |
48.28 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
3.14 |
| Spread abs.: |
0.01 |
| Spread %: |
71.43% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
16.41 |
| Rho: |
0.01 |
Quote data
| Open: |
0.014 |
| High: |
0.014 |
| Low: |
0.010 |
| Previous Close: |
0.015 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-92.13% |
| 3 Months |
|
|
-97.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.020 |
0.015 |
| 1M High / 1M Low: |
0.130 |
0.015 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
596.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
