BVT Call 16.5 AAL 21.06.2024
/ DE000VM6TXE9
BVT Call 16.5 AAL 21.06.2024/ DE000VM6TXE9 /
2024-05-21 8:52:24 AM |
Chg.-0.049 |
Bid10:10:28 AM |
Ask10:10:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.158EUR |
-23.67% |
0.156 Bid Size: 10,000 |
0.166 Ask Size: 10,000 |
American Airlines Gr... |
16.50 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM6TXE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
American Airlines Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.50 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-11 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
79.11 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.33 |
Parity: |
-1.82 |
Time value: |
0.17 |
Break-even: |
15.36 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
4.13 |
Spread abs.: |
0.01 |
Spread %: |
6.29% |
Delta: |
0.19 |
Theta: |
-0.01 |
Omega: |
14.82 |
Rho: |
0.00 |
Quote data
Open: |
0.158 |
High: |
0.158 |
Low: |
0.158 |
Previous Close: |
0.207 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-43.57% |
1 Month |
|
|
-49.03% |
3 Months |
|
|
-79.21% |
YTD |
|
|
-78.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.207 |
1M High / 1M Low: |
0.420 |
0.128 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-25 |
1.080 |
Low (YTD): |
2024-05-06 |
0.128 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.261 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
465.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |