BVT Call 15.5 AAL 21.06.2024
/ DE000VM3TS83
BVT Call 15.5 AAL 21.06.2024/ DE000VM3TS83 /
| 2024-05-27 5:01:22 PM |
Chg.+0.001 |
Bid5:25:43 PM |
Ask5:25:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.135EUR |
+0.75% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
15.50 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TS8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 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: |
82.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.33 |
| Parity: |
-1.53 |
| Time value: |
0.16 |
| Break-even: |
14.45 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
5.12 |
| Spread abs.: |
0.01 |
| Spread %: |
6.90% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
15.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.163 |
| High: |
0.172 |
| Low: |
0.135 |
| Previous Close: |
0.134 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.81% |
| 1 Month |
|
|
-56.45% |
| 3 Months |
|
|
-90.15% |
| YTD |
|
|
-86.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.134 |
| 1M High / 1M Low: |
0.640 |
0.134 |
| 6M High / 6M Low: |
1.530 |
0.134 |
| High (YTD): |
2024-01-25 |
1.530 |
| Low (YTD): |
2024-05-24 |
0.134 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.810 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
454.63% |
| Volatility 6M: |
|
303.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
