BVT Call 13.5 AAL 21.06.2024
/ DE000VM3TTN5
BVT Call 13.5 AAL 21.06.2024/ DE000VM3TTN5 /
2024-05-06 8:47:38 AM |
Chg.-0.08 |
Bid11:48:20 AM |
Ask11:48:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.95EUR |
-7.77% |
0.99 Bid Size: 7,000 |
1.02 Ask Size: 7,000 |
American Airlines Gr... |
13.50 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM3TTN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
American Airlines Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.50 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-10-11 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.33 |
Implied volatility: |
0.42 |
Historic volatility: |
0.33 |
Parity: |
0.33 |
Time value: |
0.64 |
Break-even: |
13.52 |
Moneyness: |
1.03 |
Premium: |
0.05 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
1.04% |
Delta: |
0.61 |
Theta: |
-0.01 |
Omega: |
8.09 |
Rho: |
0.01 |
Quote data
Open: |
0.95 |
High: |
0.95 |
Low: |
0.95 |
Previous Close: |
1.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.77% |
1 Month |
|
|
-28.57% |
3 Months |
|
|
-50.52% |
YTD |
|
|
-48.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.09 |
0.85 |
1M High / 1M Low: |
1.61 |
0.79 |
6M High / 6M Low: |
2.70 |
0.79 |
High (YTD): |
2024-03-01 |
2.70 |
Low (YTD): |
2024-04-16 |
0.79 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.66 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
292.50% |
Volatility 6M: |
|
208.39% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |