BVT Put 46 DAL 20.09.2024
/ DE000VD2PAH8
BVT Put 46 DAL 20.09.2024/ DE000VD2PAH8 /
13/09/2024 19:57:49 |
Chg.-0.040 |
Bid21:59:40 |
Ask21:59:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.114EUR |
-25.97% |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
46.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD2PAH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 - |
Maturity: |
20/09/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-32.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.52 |
Implied volatility: |
- |
Historic volatility: |
0.28 |
Parity: |
0.52 |
Time value: |
-0.39 |
Break-even: |
44.74 |
Moneyness: |
1.13 |
Premium: |
-0.10 |
Premium p.a.: |
-1.00 |
Spread abs.: |
0.01 |
Spread %: |
8.62% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.188 |
High: |
0.188 |
Low: |
0.114 |
Previous Close: |
0.154 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-70.00% |
1 Month |
|
|
-78.08% |
3 Months |
|
|
-41.84% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.114 |
1M High / 1M Low: |
0.550 |
0.114 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.199 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.390 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |