BVT Call 66 UAL 20.12.2024
/ DE000VD4LKV3
BVT Call 66 UAL 20.12.2024/ DE000VD4LKV3 /
| 2024-11-07 8:58:22 AM |
Chg.+0.49 |
Bid4:03:49 PM |
Ask4:03:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.10EUR |
+30.43% |
2.08
Bid Size: 27,000 |
2.10
Ask Size: 27,000 |
United Airlines Hold... |
66.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4LKV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.40 |
| Parity: |
2.01 |
| Time value: |
0.11 |
| Break-even: |
82.70 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.95% |
| Delta: |
0.91 |
| Theta: |
-0.04 |
| Omega: |
3.51 |
| Rho: |
0.06 |
Quote data
| Open: |
2.10 |
| High: |
2.10 |
| Low: |
2.10 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+740.00% |
| 3 Months |
|
|
+20900.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.61 |
1.20 |
| 1M High / 1M Low: |
1.61 |
0.25 |
| 6M High / 6M Low: |
1.61 |
0.01 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
425.10% |
| Volatility 6M: |
|
418.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
