BVT Put 11 AAL 20.09.2024
/ DE000VM7NLY3
BVT Put 11 AAL 20.09.2024/ DE000VM7NLY3 /
| 07/06/2024 16:51:13 |
Chg.-0.010 |
Bid18:34:21 |
Ask18:34:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-1.47% |
0.660
Bid Size: 38,000 |
0.670
Ask Size: 38,000 |
American Airlines Gr... |
11.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM7NLY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.35 |
| Parity: |
-0.39 |
| Time value: |
0.69 |
| Break-even: |
9.41 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
-0.37 |
| Theta: |
0.00 |
| Omega: |
-5.64 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.690 |
| Low: |
0.670 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.67% |
| 1 Month |
|
|
+86.11% |
| 3 Months |
|
|
+59.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.660 |
| 1M High / 1M Low: |
0.790 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
434.783 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
544.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
