BVT Call 42 UAL 21.06.2024
/ DE000VM58KE5
BVT Call 42 UAL 21.06.2024/ DE000VM58KE5 /
| 2024-06-18 8:38:35 AM |
Chg.+0.090 |
Bid4:49:10 PM |
Ask4:49:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+12.86% |
0.760
Bid Size: 46,000 |
0.770
Ask Size: 46,000 |
United Airlines Hold... |
42.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58KE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 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: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.78 |
| Implied volatility: |
1.43 |
| Historic volatility: |
0.36 |
| Parity: |
0.78 |
| Time value: |
0.02 |
| Break-even: |
47.11 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
0.93 |
| Theta: |
-0.14 |
| Omega: |
5.44 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.04% |
| 1 Month |
|
|
-34.71% |
| 3 Months |
|
|
+75.56% |
| YTD |
|
|
+54.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.700 |
| 1M High / 1M Low: |
1.230 |
0.700 |
| 6M High / 6M Low: |
1.260 |
0.280 |
| High (YTD): |
2024-05-15 |
1.260 |
| Low (YTD): |
2024-04-16 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.981 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.653 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.12% |
| Volatility 6M: |
|
225.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
