BVT Call 11 AAL 21.06.2024
/ DE000VM4EBB8
BVT Call 11 AAL 21.06.2024/ DE000VM4EBB8 /
2024-05-17 8:12:05 AM |
Chg.-0.18 |
Bid9:27:14 PM |
Ask9:27:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.61EUR |
-4.75% |
3.59 Bid Size: 16,000 |
3.60 Ask Size: 16,000 |
American Airlines Gr... |
11.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM4EBB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
American Airlines Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-24 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.53 |
Intrinsic value: |
3.49 |
Implied volatility: |
0.68 |
Historic volatility: |
0.33 |
Parity: |
3.49 |
Time value: |
0.12 |
Break-even: |
13.73 |
Moneyness: |
1.34 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
3.53 |
Rho: |
0.01 |
Quote data
Open: |
3.61 |
High: |
3.61 |
Low: |
3.61 |
Previous Close: |
3.79 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.80% |
1 Month |
|
|
+48.56% |
3 Months |
|
|
-11.74% |
YTD |
|
|
+5.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.00 |
3.37 |
1M High / 1M Low: |
4.00 |
2.43 |
6M High / 6M Low: |
4.65 |
2.14 |
High (YTD): |
2024-03-01 |
4.65 |
Low (YTD): |
2024-04-16 |
2.27 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.66 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.18 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.88% |
Volatility 6M: |
|
136.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |