BVT Call 40 UAL 21.06.2024
/ DE000VM58KJ4
BVT Call 40 UAL 21.06.2024/ DE000VM58KJ4 /
| 2024-06-18 8:38:35 AM |
Chg.+0.100 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+11.36% |
-
Bid Size: - |
-
Ask Size: - |
United Airlines Hold... |
40.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58KJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.36 |
| Parity: |
0.96 |
| Time value: |
0.02 |
| Break-even: |
47.04 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.95 |
| Theta: |
-0.12 |
| Omega: |
4.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.67% |
| 1 Month |
|
|
-29.50% |
| 3 Months |
|
|
+75.00% |
| YTD |
|
|
+58.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.880 |
| 1M High / 1M Low: |
1.410 |
0.880 |
| 6M High / 6M Low: |
1.440 |
0.350 |
| High (YTD): |
2024-05-15 |
1.440 |
| Low (YTD): |
2024-01-17 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.163 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.786 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.64% |
| Volatility 6M: |
|
199.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
