BVT Call 68 UAL 20.12.2024
/ DE000VD4QRF0
BVT Call 68 UAL 20.12.2024/ DE000VD4QRF0 /
| 11/7/2024 12:42:04 PM |
Chg.+0.61 |
Bid8:08:56 PM |
Ask8:08:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+46.21% |
1.77
Bid Size: 29,000 |
1.79
Ask Size: 29,000 |
United Airlines Hold... |
68.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD4QRF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/23/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.82 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.40 |
| Parity: |
1.82 |
| Time value: |
0.12 |
| Break-even: |
82.76 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.04% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
3.79 |
| Rho: |
0.06 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.33% |
| 1 Month |
|
|
+865.00% |
| 3 Months |
|
|
+19200.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.06 |
| 1M High / 1M Low: |
1.32 |
0.20 |
| 6M High / 6M Low: |
1.32 |
0.00 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.74% |
| Volatility 6M: |
|
483.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
