BVT Call 16.5 AAL 21.06.2024
/ DE000VM6TXE9
BVT Call 16.5 AAL 21.06.2024/ DE000VM6TXE9 /
| 5/17/2024 8:53:40 AM |
Chg.-0.050 |
Bid8:14:39 PM |
Ask8:14:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-19.23% |
0.225
Bid Size: 30,000 |
0.235
Ask Size: 30,000 |
American Airlines Gr... |
16.50 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/11/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-1.57 |
| Time value: |
0.22 |
| Break-even: |
15.40 |
| Moneyness: |
0.90 |
| Premium: |
0.13 |
| Premium p.a.: |
2.64 |
| Spread abs.: |
0.01 |
| Spread %: |
4.72% |
| Delta: |
0.23 |
| Theta: |
-0.01 |
| Omega: |
14.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.60% |
| 1 Month |
|
|
+20.00% |
| 3 Months |
|
|
-76.14% |
| YTD |
|
|
-70.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.197 |
| 1M High / 1M Low: |
0.420 |
0.128 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/25/2024 |
1.080 |
| Low (YTD): |
5/6/2024 |
0.128 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.259 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
