BVT Call 58 DAL 21.03.2025
/ DE000VD9KU65
BVT Call 58 DAL 21.03.2025/ DE000VD9KU65 /
| 2024-09-09 7:46:44 PM |
Chg.+0.030 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+39.47% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
58.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
VD9KU6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-09 |
| Last trading day: |
2025-03-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.27 |
| Parity: |
-1.44 |
| Time value: |
0.09 |
| Break-even: |
53.20 |
| Moneyness: |
0.72 |
| Premium: |
0.40 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
12.66% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
7.45 |
| Rho: |
0.03 |
Quote data
| Open: |
0.078 |
| High: |
0.106 |
| Low: |
0.078 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.21% |
| 1 Month |
|
|
+120.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.088 |
0.073 |
| 1M High / 1M Low: |
0.088 |
0.036 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.078 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
