BVT Put 46 DAL 20.09.2024
/ DE000VD2PAH8
BVT Put 46 DAL 20.09.2024/ DE000VD2PAH8 /
12/07/2024 19:57:37 |
Chg.-0.010 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-3.23% |
- 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: |
-12.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.60 |
Implied volatility: |
- |
Historic volatility: |
0.26 |
Parity: |
0.60 |
Time value: |
-0.28 |
Break-even: |
42.80 |
Moneyness: |
1.15 |
Premium: |
-0.07 |
Premium p.a.: |
-0.32 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.260 |
High: |
0.300 |
Low: |
0.260 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+53.06% |
3 Months |
|
|
-6.25% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.207 |
1M High / 1M Low: |
0.310 |
0.152 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.255 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.205 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.50% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |