BVT Call 66 DAL 20.12.2024
/ DE000VD54QT8
BVT Call 66 DAL 20.12.2024/ DE000VD54QT8 /
| 14/11/2024 20:02:34 |
Chg.+0.030 |
Bid21:59:31 |
Ask21:59:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+10.34% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
66.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
15/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
-0.15 |
| Time value: |
0.28 |
| Break-even: |
65.27 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.47 |
| Theta: |
-0.05 |
| Omega: |
10.20 |
| Rho: |
0.03 |
Quote data
| Open: |
0.280 |
| High: |
0.350 |
| Low: |
0.280 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+120.69% |
| 1 Month |
|
|
+1003.45% |
| 3 Months |
|
|
+10566.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.145 |
| 1M High / 1M Low: |
0.320 |
0.029 |
| 6M High / 6M Low: |
0.320 |
0.003 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.237 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.116 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.052 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
666.72% |
| Volatility 6M: |
|
546.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
