BVT Call 16 AAL 21.06.2024
/ DE000VM6GP88
BVT Call 16 AAL 21.06.2024/ DE000VM6GP88 /
21/06/2024 08:43:19 |
Chg.0.000 |
Bid21/06/2024 |
Ask21/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 10,000 |
0.030 Ask Size: 10,000 |
American Airlines Gr... |
16.00 USD |
21/06/2024 |
Call |
Master data
WKN: |
VM6GP8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
American Airlines Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 USD |
Maturity: |
21/06/2024 |
Issue date: |
06/12/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
349.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
3.62 |
Historic volatility: |
0.35 |
Parity: |
-4.39 |
Time value: |
0.03 |
Break-even: |
14.92 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.03 |
Spread %: |
2,900.00% |
Delta: |
0.04 |
Theta: |
-0.09 |
Omega: |
13.99 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-99.58% |
3 Months |
|
|
-99.84% |
YTD |
|
|
-99.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.240 |
0.001 |
6M High / 6M Low: |
1.250 |
0.001 |
High (YTD): |
01/03/2024 |
1.250 |
Low (YTD): |
20/06/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.557 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
640.93% |
Volatility 6M: |
|
384.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |