BVT Call 15.5 AAL 21.06.2024
/ DE000VM3TS83
BVT Call 15.5 AAL 21.06.2024/ DE000VM3TS83 /
| 17/05/2024 08:49:12 |
Chg.-0.090 |
Bid18:10:50 |
Ask18:10:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-17.31% |
0.500
Bid Size: 30,000 |
0.510
Ask Size: 30,000 |
American Airlines Gr... |
15.50 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-0.65 |
| Time value: |
0.44 |
| Break-even: |
14.70 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.39 |
| Theta: |
-0.01 |
| Omega: |
12.06 |
| Rho: |
0.00 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.26% |
| 1 Month |
|
|
+38.71% |
| 3 Months |
|
|
-65.04% |
| YTD |
|
|
-56.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.390 |
| 1M High / 1M Low: |
0.670 |
0.260 |
| 6M High / 6M Low: |
1.490 |
0.260 |
| High (YTD): |
01/03/2024 |
1.490 |
| Low (YTD): |
06/05/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.823 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.20% |
| Volatility 6M: |
|
275.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
