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BVT Call 15.5 AAL 21.06.2024/  DE000VM3TS83  /

Frankfurt Zert./VONT
2024-05-20  8:05:11 PM Chg.-0.130 Bid8:03:00 AM Ask8:03:00 AM Underlying Strike price Expiration date Option type
0.320EUR -28.89% 0.340
Bid Size: 8,900		 0.360
Ask Size: 8,900		 American Airlines Gr... 15.50 USD 2024-06-21 Call
 

Master data

WKN: VM3TS8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: American Airlines Group Inc
Type: Warrant
Option type: Call
Strike price: 15.50 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: 32.26
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.33
Parity: -0.71
Time value: 0.42
Break-even: 14.68
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 1.49
Spread abs.: 0.01
Spread %: 2.44%
Delta: 0.38
Theta: -0.01
Omega: 12.18
Rho: 0.00
 

Quote data

Open: 0.420
High: 0.420
Low: 0.320
Previous Close: 0.450
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -43.86%
3 Months
  -70.64%
YTD
  -67.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.320
1M High / 1M Low: 0.710 0.250
6M High / 6M Low: 1.530 0.250
High (YTD): 2024-01-25 1.530
Low (YTD): 2024-04-30 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.472
Avg. volume 1W:   0.000
Avg. price 1M:   0.418
Avg. volume 1M:   0.000
Avg. price 6M:   0.822
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   439.00%
Volatility 6M:   297.86%
Volatility 1Y:   -
Volatility 3Y:   -