BVT Call 11.5 AAL 21.06.2024
/ DE000VM34DA9
BVT Call 11.5 AAL 21.06.2024/ DE000VM34DA9 /
| 2024-05-17 8:25:38 AM |
Chg.-0.16 |
Bid5:40:22 PM |
Ask5:40:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.17EUR |
-4.80% |
3.30
Bid Size: 16,000 |
3.31
Ask Size: 16,000 |
American Airlines Gr... |
11.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM34DA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.07 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
3.03 |
| Time value: |
0.14 |
| Break-even: |
13.75 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.95 |
| Rho: |
0.01 |
Quote data
| Open: |
3.17 |
| High: |
3.17 |
| Low: |
3.17 |
| Previous Close: |
3.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.82% |
| 1 Month |
|
|
+53.88% |
| 3 Months |
|
|
-14.32% |
| YTD |
|
|
+2.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
2.92 |
| 1M High / 1M Low: |
3.55 |
2.06 |
| 6M High / 6M Low: |
4.23 |
1.85 |
| High (YTD): |
2024-03-01 |
4.23 |
| Low (YTD): |
2024-04-16 |
1.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.01 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.60% |
| Volatility 6M: |
|
142.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
