BVT Put 42 DAL 20.09.2024
/ DE000VM78BM5
BVT Put 42 DAL 20.09.2024/ DE000VM78BM5 /
| 7/12/2024 8:05:15 PM |
Chg.-0.013 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
-9.85% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
42.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM78BM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
42.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-0.15 |
| Time value: |
0.13 |
| Break-even: |
37.22 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
8.40% |
| Delta: |
-0.34 |
| Theta: |
-0.01 |
| Omega: |
-10.61 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.104 |
| High: |
0.119 |
| Low: |
0.104 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.26% |
| 1 Month |
|
|
+22.68% |
| 3 Months |
|
|
-36.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.092 |
| 1M High / 1M Low: |
0.132 |
0.067 |
| 6M High / 6M Low: |
0.620 |
0.049 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.09% |
| Volatility 6M: |
|
176.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
