BVT Put 40 DAL 20.12.2024
/ DE000VD3SRL6
BVT Put 40 DAL 20.12.2024/ DE000VD3SRL6 /
| 11/7/2024 8:44:55 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.008EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 - |
12/20/2024 |
Put |
Master data
| WKN: |
VD3SRL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
4/10/2024 |
| Last trading day: |
11/7/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-209.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.30 |
| Parity: |
-2.09 |
| Time value: |
0.03 |
| Break-even: |
39.71 |
| Moneyness: |
0.66 |
| Premium: |
0.35 |
| Premium p.a.: |
23.58 |
| Spread abs.: |
0.02 |
| Spread %: |
262.50% |
| Delta: |
-0.04 |
| Theta: |
-0.02 |
| Omega: |
-8.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.008 |
| High: |
0.008 |
| Low: |
0.008 |
| Previous Close: |
0.009 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-68.00% |
| 3 Months |
|
|
-97.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.025 |
0.008 |
| 6M High / 6M Low: |
0.440 |
0.008 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.014 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.50% |
| Volatility 6M: |
|
224.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
