BVT Call 11 AAL 21.06.2024
/ DE000VM4EBB8
BVT Call 11 AAL 21.06.2024/ DE000VM4EBB8 /
| 06/06/2024 08:11:26 |
Chg.+0.060 |
Bid15:03:34 |
Ask15:03:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+8.45% |
0.750
Bid Size: 10,000 |
0.770
Ask Size: 10,000 |
American Airlines Gr... |
11.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.35 |
| Parity: |
0.57 |
| Time value: |
0.19 |
| Break-even: |
10.88 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
10.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.62% |
| 1 Month |
|
|
-72.60% |
| 3 Months |
|
|
-79.47% |
| YTD |
|
|
-77.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.710 |
| 1M High / 1M Low: |
4.000 |
0.710 |
| 6M High / 6M Low: |
4.650 |
0.710 |
| High (YTD): |
01/03/2024 |
4.650 |
| Low (YTD): |
05/06/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.788 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.358 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.99% |
| Volatility 6M: |
|
162.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
