BVT Put 34 DAL 20.09.2024
/ DE000VM7N0X5
BVT Put 34 DAL 20.09.2024/ DE000VM7N0X5 /
| 09/07/2024 08:48:23 |
Chg.-0.001 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-7.69% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
34.00 - |
20/09/2024 |
Put |
Master data
| WKN: |
VM7N0X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
34.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-194.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
-0.88 |
| Time value: |
0.02 |
| Break-even: |
33.78 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
1.60 |
| Spread abs.: |
0.01 |
| Spread %: |
83.33% |
| Delta: |
-0.07 |
| Theta: |
-0.01 |
| Omega: |
-12.82 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.013 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.69% |
| 3 Months |
|
|
-76.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.013 |
0.012 |
| 1M High / 1M Low: |
0.016 |
0.009 |
| 6M High / 6M Low: |
0.233 |
0.009 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.013 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.78% |
| Volatility 6M: |
|
216.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
