BVT Call 41 DAL 21.06.2024
/ DE000VM3M0D2
BVT Call 41 DAL 21.06.2024/ DE000VM3M0D2 /
| 2024-06-14 7:45:39 PM |
Chg.-0.120 |
Bid9:58:47 PM |
Ask9:58:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.740EUR |
-13.95% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
41.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3M0D |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 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: |
6.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.27 |
| Parity: |
0.72 |
| Time value: |
0.03 |
| Break-even: |
45.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.91 |
| Theta: |
-0.09 |
| Omega: |
5.53 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.640 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.68% |
| 1 Month |
|
|
-36.75% |
| 3 Months |
|
|
+85.00% |
| YTD |
|
|
+105.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.740 |
| 1M High / 1M Low: |
1.170 |
0.740 |
| 6M High / 6M Low: |
1.190 |
0.162 |
| High (YTD): |
2024-05-13 |
1.190 |
| Low (YTD): |
2024-01-19 |
0.162 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.950 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.581 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.59% |
| Volatility 6M: |
|
174.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
