BVT Call 64 DAL 20.09.2024
/ DE000VD54QS0
BVT Call 64 DAL 20.09.2024/ DE000VD54QS0 /
| 28/06/2024 16:45:56 |
Chg.-0.001 |
Bid16:51:25 |
Ask16:51:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.013EUR |
-7.14% |
0.014
Bid Size: 46,000 |
0.024
Ask Size: 46,000 |
Delta Air Lines Inc |
64.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD54QS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
181.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-1.44 |
| Time value: |
0.03 |
| Break-even: |
60.02 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
2.37 |
| Spread abs.: |
0.01 |
| Spread %: |
66.67% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
13.65 |
| Rho: |
0.01 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.013 |
| Previous Close: |
0.014 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.48% |
| 1 Month |
|
|
-67.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.014 |
| 1M High / 1M Low: |
0.044 |
0.014 |
| 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: |
|
0.029 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
