BVT Call 66 DAL 20.12.2024
/ DE000VD54QT8
BVT Call 66 DAL 20.12.2024/ DE000VD54QT8 /
| 7/9/2024 10:34:49 AM |
Chg.+0.001 |
Bid1:11:46 PM |
Ask1:11:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
+3.03% |
0.033
Bid Size: 12,000 |
0.043
Ask Size: 12,000 |
Delta Air Lines Inc |
66.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD54QT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.26 |
| Parity: |
-1.81 |
| Time value: |
0.04 |
| Break-even: |
61.35 |
| Moneyness: |
0.70 |
| Premium: |
0.43 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
32.26% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
9.93 |
| Rho: |
0.02 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
-64.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.029 |
| 1M High / 1M Low: |
0.098 |
0.029 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
