BVT Call 12 AAL 21.06.2024
/ DE000VM346M2
BVT Call 12 AAL 21.06.2024/ DE000VM346M2 /
| 14/06/2024 08:34:48 |
Chg.-0.040 |
Bid11:18:28 |
Ask11:18:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-37.38% |
0.060
Bid Size: 10,000 |
0.070
Ask Size: 10,000 |
American Airlines Gr... |
12.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM346M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
18/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
125.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.35 |
| Parity: |
-0.52 |
| Time value: |
0.09 |
| Break-even: |
11.26 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
16.94 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
28.88 |
| Rho: |
0.00 |
Quote data
| Open: |
0.067 |
| High: |
0.067 |
| Low: |
0.067 |
| Previous Close: |
0.107 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.05% |
| 1 Month |
|
|
-97.68% |
| 3 Months |
|
|
-97.18% |
| YTD |
|
|
-97.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.156 |
0.088 |
| 1M High / 1M Low: |
3.100 |
0.088 |
| 6M High / 6M Low: |
3.830 |
0.088 |
| High (YTD): |
01/03/2024 |
3.830 |
| Low (YTD): |
12/06/2024 |
0.088 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.293 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
306.10% |
| Volatility 6M: |
|
206.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
