BVT Call 13 AAL 21.06.2024
/ DE000VM3TTP0
BVT Call 13 AAL 21.06.2024/ DE000VM3TTP0 /
| 2024-05-17 4:51:59 PM |
Chg.+0.100 |
Bid6:08:10 PM |
Ask6:08:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+5.38% |
1.980
Bid Size: 17,000 |
1.990
Ask Size: 17,000 |
American Airlines Gr... |
13.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TTP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.33 |
| Parity: |
1.65 |
| Time value: |
0.24 |
| Break-even: |
13.85 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
5.98 |
| Rho: |
0.01 |
Quote data
| Open: |
1.870 |
| High: |
1.960 |
| Low: |
1.870 |
| Previous Close: |
1.860 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+43.07% |
| 3 Months |
|
|
-19.67% |
| YTD |
|
|
-7.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.240 |
1.610 |
| 1M High / 1M Low: |
2.240 |
1.120 |
| 6M High / 6M Low: |
3.040 |
0.970 |
| High (YTD): |
2024-02-29 |
3.040 |
| Low (YTD): |
2024-04-15 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.630 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.988 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.57% |
| Volatility 6M: |
|
204.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
