BVT Call 43 DAL/ DE000VM3M0R2 /
| 2024-06-21 5:05:07 PM | Chg.0.000 | Bid5:05:07 PM | Ask5:05:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.630EUR | 0.00% | - Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc | 43.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM3M0R |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Delta Air Lines Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 43.00 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: | 7.10 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.61 |
| Implied volatility: | 2.46 |
| Historic volatility: | 0.27 |
| Parity: | 0.61 |
| Time value: | 0.04 |
| Break-even: | 46.51 |
| Moneyness: | 1.15 |
| Premium: | 0.01 |
| Premium p.a.: | 18.56 |
| Spread abs.: | 0.04 |
| Spread %: | 6.56% |
| Delta: | 0.88 |
| Theta: | -0.60 |
| Omega: | 6.24 |
| Rho: | 0.00 |
Quote data
| Open: | 0.630 |
|---|---|
| High: | 0.630 |
| Low: | 0.630 |
| Previous Close: | 0.630 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +14.55% | ||
|---|---|---|---|
| 1 Month | -30.00% | ||
| 3 Months | +46.51% | ||
| YTD | +133.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.630 | 0.550 |
|---|---|---|
| 1M High / 1M Low: | 0.900 | 0.550 |
| 6M High / 6M Low: | 1.020 | 0.112 |
| High (YTD): | 2024-05-13 | 1.020 |
| Low (YTD): | 2024-01-22 | 0.112 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.602 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.708 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.465 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 156.84% | |
| Volatility 6M: | 198.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
