BVT Call 15 AAL 21.06.2024
/ DE000VM3TT74
BVT Call 15 AAL 21.06.2024/ DE000VM3TT74 /
| 2024-05-20 8:47:56 AM |
Chg.- |
Bid8:03:02 AM |
Ask8:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
- |
0.490
Bid Size: 6,200 |
0.520
Ask Size: 6,200 |
American Airlines Gr... |
15.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TT7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 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: |
22.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-0.25 |
| Time value: |
0.59 |
| Break-even: |
14.39 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.48 |
| Theta: |
-0.01 |
| Omega: |
10.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.55% |
| 1 Month |
|
|
-9.38% |
| 3 Months |
|
|
-55.04% |
| YTD |
|
|
-49.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.580 |
| 1M High / 1M Low: |
0.860 |
0.350 |
| 6M High / 6M Low: |
1.750 |
0.350 |
| High (YTD): |
2024-03-01 |
1.750 |
| Low (YTD): |
2024-05-02 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.587 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.996 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
366.99% |
| Volatility 6M: |
|
271.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
