BVT Put 46 DAL 20.12.2024
/ DE000VD3SRM4
BVT Put 46 DAL 20.12.2024/ DE000VD3SRM4 /
2024-09-06 8:47:47 AM |
Chg.- |
Bid8:15:09 AM |
Ask8:15:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
- |
0.510 Bid Size: 7,000 |
0.540 Ask Size: 7,000 |
Delta Air Lines Inc |
46.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD3SRM |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
46.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.81 |
Implied volatility: |
- |
Historic volatility: |
0.27 |
Parity: |
0.81 |
Time value: |
-0.29 |
Break-even: |
40.80 |
Moneyness: |
1.21 |
Premium: |
-0.08 |
Premium p.a.: |
-0.25 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.38% |
1 Month |
|
|
-27.54% |
3 Months |
|
|
+100.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.500 |
0.470 |
1M High / 1M Low: |
0.710 |
0.470 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.484 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.588 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.00% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |