BVT Call 12 AAL 21.06.2024
/ DE000VM346M2
BVT Call 12 AAL 21.06.2024/ DE000VM346M2 /
| 2024-05-17 8:34:57 AM |
Chg.-0.16 |
Bid9:06:28 PM |
Ask9:06:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
-5.54% |
2.73
Bid Size: 16,000 |
2.74
Ask Size: 16,000 |
American Airlines Gr... |
12.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM346M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.62 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.33 |
| Parity: |
2.57 |
| Time value: |
0.16 |
| Break-even: |
13.77 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
4.49 |
| Rho: |
0.01 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.76% |
| 1 Month |
|
|
+59.65% |
| 3 Months |
|
|
-17.52% |
| YTD |
|
|
-0.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.10 |
2.51 |
| 1M High / 1M Low: |
3.10 |
1.71 |
| 6M High / 6M Low: |
3.83 |
1.57 |
| High (YTD): |
2024-03-01 |
3.83 |
| Low (YTD): |
2024-04-16 |
1.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.65 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.53% |
| Volatility 6M: |
|
158.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
