BVT Call 38 DAL/ DE000VM3MZ73 /
| 2024-06-21 10:32:28 AM | Chg.-0.010 | Bid11:41:15 AM | Ask11:41:15 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.090EUR | -0.91% | - Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc | 38.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM3MZ7 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Delta Air Lines Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 38.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-10-09 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.08 |
|---|---|
| Intrinsic value: | 1.08 |
| Implied volatility: | 4.04 |
| Historic volatility: | 0.27 |
| Parity: | 1.08 |
| Time value: | 0.04 |
| Break-even: | 46.56 |
| Moneyness: | 1.30 |
| Premium: | 0.01 |
| Premium p.a.: | 27.41 |
| Spread abs.: | 0.04 |
| Spread %: | 3.70% |
| Delta: | 0.91 |
| Theta: | -0.77 |
| Omega: | 3.76 |
| Rho: | 0.00 |
Quote data
| Open: | 1.090 |
|---|---|
| High: | 1.090 |
| Low: | 1.090 |
| Previous Close: | 1.100 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +7.92% | ||
|---|---|---|---|
| 1 Month | -19.26% | ||
| 3 Months | +37.97% | ||
| YTD | +109.62% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.100 | 1.010 |
|---|---|---|
| 1M High / 1M Low: | 1.350 | 1.010 |
| 6M High / 6M Low: | 1.470 | 0.270 |
| High (YTD): | 2024-05-13 | 1.470 |
| Low (YTD): | 2024-01-22 | 0.270 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.068 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.163 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.804 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.41% | |
| Volatility 6M: | 142.32% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
