BVT Put 32 DAL 20.06.2025
/ DE000VD9J7J2
BVT Put 32 DAL 20.06.2025/ DE000VD9J7J2 /
| 10/09/2024 16:46:59 |
Chg.+0.009 |
Bid18:21:03 |
Ask18:21:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+7.20% |
0.138
Bid Size: 56,000 |
0.148
Ask Size: 56,000 |
Delta Air Lines Inc |
32.00 - |
20/06/2025 |
Put |
Master data
| WKN: |
VD9J7J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
32.00 - |
| Maturity: |
20/06/2025 |
| Issue date: |
09/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-28.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.76 |
| Time value: |
0.14 |
| Break-even: |
30.63 |
| Moneyness: |
0.81 |
| Premium: |
0.23 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
7.87% |
| Delta: |
-0.18 |
| Theta: |
0.00 |
| Omega: |
-5.11 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.126 |
| High: |
0.134 |
| Low: |
0.126 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.29% |
| 1 Month |
|
|
-34.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.125 |
| 1M High / 1M Low: |
0.203 |
0.125 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
