BVT Call 46 UAL 21.06.2024
/ DE000VM58KM8
BVT Call 46 UAL 21.06.2024/ DE000VM58KM8 /
| 2024-06-19 8:38:54 AM |
Chg.-0.080 |
Bid1:30:05 PM |
Ask1:30:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-19.05% |
0.340
Bid Size: 19,000 |
0.360
Ask Size: 19,000 |
United Airlines Hold... |
46.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58KM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 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: |
12.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.36 |
| Parity: |
0.33 |
| Time value: |
0.03 |
| Break-even: |
46.44 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
1.86 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.86 |
| Theta: |
-0.20 |
| Omega: |
10.98 |
| Rho: |
0.00 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.37% |
| 1 Month |
|
|
-60.47% |
| 3 Months |
|
|
+36.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.340 |
| 1M High / 1M Low: |
0.870 |
0.340 |
| 6M High / 6M Low: |
0.900 |
0.153 |
| High (YTD): |
2024-05-15 |
0.900 |
| Low (YTD): |
2024-04-16 |
0.153 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.423 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.26% |
| Volatility 6M: |
|
281.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
