BVT Call 52 DAL 20.09.2024/  DE000VD1PYA5  /

EUWAX
01/08/2024  08:57:12 Chg.-0.003 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.014EUR -17.65% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 52.00 USD 20/09/2024 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: 20/09/2024
Issue date: 07/03/2024
Last trading day: 20/09/2024
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: 0.014
Previous Close: 0.017
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -88.33%
3 Months
  -95.76%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.014
1M High / 1M Low: 0.136 0.014
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   799.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -