BVT Put 46 DAL 21.06.2024
/ DE000VD2N976
BVT Put 46 DAL 21.06.2024/ DE000VD2N976 /
| 2024-06-06 8:53:58 AM |
Chg.-0.011 |
Bid9:27:58 PM |
Ask9:27:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-40.74% |
0.015
Bid Size: 44,000 |
0.025
Ask Size: 44,000 |
Delta Air Lines Inc |
46.00 - |
2024-06-21 |
Put |
Master data
| WKN: |
VD2N97 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
46.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-179.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.26 |
| Parity: |
-0.07 |
| Time value: |
0.03 |
| Break-even: |
45.74 |
| Moneyness: |
0.98 |
| Premium: |
0.02 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
62.50% |
| Delta: |
-0.28 |
| Theta: |
-0.02 |
| Omega: |
-50.89 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.016 |
| High: |
0.016 |
| Low: |
0.016 |
| Previous Close: |
0.027 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-65.96% |
| 1 Month |
|
|
-68.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.047 |
0.017 |
| 1M High / 1M Low: |
0.050 |
0.013 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
745.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
