BVT Call 16.5 AAL 20.09.2024
/ DE000VM76HX3
BVT Call 16.5 AAL 20.09.2024/ DE000VM76HX3 /
| 2024-06-07 8:05:24 PM |
Chg.+0.015 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.102EUR |
+17.24% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
16.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM76HX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
107.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.35 |
| Parity: |
-4.65 |
| Time value: |
0.10 |
| Break-even: |
15.25 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
2.66 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
9.70 |
| Rho: |
0.00 |
Quote data
| Open: |
0.086 |
| High: |
0.102 |
| Low: |
0.086 |
| Previous Close: |
0.087 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.53% |
| 1 Month |
|
|
-85.22% |
| 3 Months |
|
|
-91.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.087 |
| 1M High / 1M Low: |
1.030 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
