BVT Put 44 DAL 20.09.2024
/ DE000VD18KF5
BVT Put 44 DAL 20.09.2024/ DE000VD18KF5 /
| 2024-09-09 8:42:37 AM |
Chg.+0.005 |
Bid7:23:20 PM |
Ask7:23:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.229EUR |
+2.23% |
0.112
Bid Size: 39,000 |
0.122
Ask Size: 39,000 |
Delta Air Lines Inc |
44.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VD18KF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
44.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.27 |
| Parity: |
0.18 |
| Time value: |
0.06 |
| Break-even: |
37.33 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
4.42% |
| Delta: |
-0.69 |
| Theta: |
-0.05 |
| Omega: |
-11.01 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.229 |
| High: |
0.229 |
| Low: |
0.229 |
| Previous Close: |
0.224 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.24% |
| 1 Month |
|
|
-49.11% |
| 3 Months |
|
|
+114.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.224 |
0.195 |
| 1M High / 1M Low: |
0.490 |
0.195 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.338 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
220.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
