BVT Call 47 UAL 21.06.2024
/ DE000VM58KL0
BVT Call 47 UAL 21.06.2024/ DE000VM58KL0 /
| 2024-06-18 8:38:35 AM |
Chg.+0.080 |
Bid6:28:00 PM |
Ask6:28:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+32.00% |
0.290
Bid Size: 47,000 |
0.300
Ask Size: 47,000 |
United Airlines Hold... |
47.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58KL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Airlines Holdings Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 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: |
13.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.36 |
| Parity: |
0.31 |
| Time value: |
0.03 |
| Break-even: |
47.16 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
1.02 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.85 |
| Theta: |
-0.13 |
| Omega: |
11.73 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.10% |
| 1 Month |
|
|
-57.69% |
| 3 Months |
|
|
+44.74% |
| YTD |
|
|
+6.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.250 |
| 1M High / 1M Low: |
0.790 |
0.250 |
| 6M High / 6M Low: |
0.820 |
0.130 |
| High (YTD): |
2024-05-15 |
0.820 |
| Low (YTD): |
2024-04-16 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.476 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.543 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.374 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.74% |
| Volatility 6M: |
|
293.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
