BVT Call 43 UAL 21.06.2024
/ DE000VM58KP1
BVT Call 43 UAL 21.06.2024/ DE000VM58KP1 /
| 19/06/2024 08:38:54 |
Chg.-0.080 |
Bid09:21:39 |
Ask09:21:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-11.43% |
0.620
Bid Size: 12,000 |
0.650
Ask Size: 12,000 |
United Airlines Hold... |
43.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM58KP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.36 |
| Parity: |
0.61 |
| Time value: |
0.02 |
| Break-even: |
46.34 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.98 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.93 |
| Theta: |
-0.17 |
| Omega: |
6.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.91% |
| 1 Month |
|
|
-45.13% |
| 3 Months |
|
|
+63.16% |
| YTD |
|
|
+31.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.610 |
| 1M High / 1M Low: |
1.140 |
0.610 |
| 6M High / 6M Low: |
1.170 |
0.240 |
| High (YTD): |
15/05/2024 |
1.170 |
| Low (YTD): |
16/04/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.884 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.592 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.86% |
| Volatility 6M: |
|
237.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
