BVT Put 50 DAL 20.12.2024
/ DE000VD4TU79
BVT Put 50 DAL 20.12.2024/ DE000VD4TU79 /
| 15/11/2024 08:41:44 |
Chg.0.000 |
Bid20:30:57 |
Ask20:30:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.017EUR |
0.00% |
0.023
Bid Size: 36,000 |
0.033
Ask Size: 36,000 |
Delta Air Lines Inc |
50.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD4TU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
24/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-198.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
-1.16 |
| Time value: |
0.03 |
| Break-even: |
49.69 |
| Moneyness: |
0.81 |
| Premium: |
0.19 |
| Premium p.a.: |
5.31 |
| Spread abs.: |
0.01 |
| Spread %: |
82.35% |
| Delta: |
-0.07 |
| Theta: |
-0.02 |
| Omega: |
-14.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.017 |
| High: |
0.017 |
| Low: |
0.017 |
| Previous Close: |
0.017 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-56.41% |
| 1 Month |
|
|
-89.31% |
| 3 Months |
|
|
-98.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.017 |
| 1M High / 1M Low: |
0.193 |
0.017 |
| 6M High / 6M Low: |
1.180 |
0.017 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.491 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.62% |
| Volatility 6M: |
|
191.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
