BVT Put 38 DAL 21.03.2025
/ DE000VD9J763
BVT Put 38 DAL 21.03.2025/ DE000VD9J763 /
| 11/15/2024 8:33:07 AM |
Chg.+0.003 |
Bid7:52:38 PM |
Ask7:52:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
+23.08% |
0.013
Bid Size: 36,000 |
0.030
Ask Size: 36,000 |
Delta Air Lines Inc |
38.00 - |
3/21/2025 |
Put |
Master data
| WKN: |
VD9J76 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
38.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-198.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
-2.36 |
| Time value: |
0.03 |
| Break-even: |
37.69 |
| Moneyness: |
0.62 |
| Premium: |
0.39 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.02 |
| Spread %: |
106.67% |
| Delta: |
-0.04 |
| Theta: |
-0.01 |
| Omega: |
-7.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.013 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.81% |
| 1 Month |
|
|
-65.96% |
| 3 Months |
|
|
-95.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.021 |
0.013 |
| 1M High / 1M Low: |
0.055 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.035 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
