BVT Call 12 AAL 21.06.2024
/ DE000VM346M2
BVT Call 12 AAL 21.06.2024/ DE000VM346M2 /
2024-04-29 8:33:20 AM |
Chg.- |
Bid8:06:36 AM |
Ask8:06:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.04EUR |
- |
2.12 Bid Size: 3,000 |
2.18 Ask Size: 3,000 |
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: |
6.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.98 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.47 |
Historic volatility: |
0.33 |
Parity: |
1.85 |
Time value: |
0.28 |
Break-even: |
13.33 |
Moneyness: |
1.17 |
Premium: |
0.02 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
0.47% |
Delta: |
0.84 |
Theta: |
-0.01 |
Omega: |
5.12 |
Rho: |
0.01 |
Quote data
Open: |
2.04 |
High: |
2.04 |
Low: |
2.04 |
Previous Close: |
2.38 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.60% |
1 Month |
|
|
-38.37% |
3 Months |
|
|
-34.19% |
YTD |
|
|
-25.55% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.67 |
2.04 |
1M High / 1M Low: |
3.31 |
1.57 |
6M High / 6M Low: |
3.83 |
1.33 |
High (YTD): |
2024-03-01 |
3.83 |
Low (YTD): |
2024-04-16 |
1.57 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.23 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.72% |
Volatility 6M: |
|
159.04% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |