BVT Call 12 AAL 21.06.2024
/ DE000VM346M2
BVT Call 12 AAL 21.06.2024/ DE000VM346M2 /
| 2024-05-21 8:34:34 AM |
Chg.-0.23 |
Bid10:54:49 AM |
Ask10:54:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
-8.58% |
2.45
Bid Size: 4,000 |
2.49
Ask Size: 4,000 |
American Airlines Gr... |
12.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.37 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.33 |
| Parity: |
2.32 |
| Time value: |
0.14 |
| Break-even: |
13.51 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.91 |
| Rho: |
0.01 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.22% |
| 1 Month |
|
|
+10.86% |
| 3 Months |
|
|
-20.97% |
| YTD |
|
|
-10.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.68 |
| 1M High / 1M Low: |
3.10 |
1.83 |
| 6M High / 6M Low: |
3.83 |
1.57 |
| High (YTD): |
2024-03-01 |
3.83 |
| Low (YTD): |
2024-04-16 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.52% |
| Volatility 6M: |
|
158.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
