BVT Call 15.5 AAL 21.06.2024
/ DE000VM3TS83
BVT Call 15.5 AAL 21.06.2024/ DE000VM3TS83 /
| 2024-04-30 8:47:22 AM |
Chg.+0.010 |
Bid9:10:28 AM |
Ask9:10:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+3.13% |
0.310
Bid Size: 9,700 |
0.320
Ask Size: 9,700 |
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: |
38.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.33 |
| Parity: |
-1.51 |
| Time value: |
0.34 |
| Break-even: |
14.82 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
10.83 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.75% |
| 1 Month |
|
|
-68.27% |
| 3 Months |
|
|
-69.72% |
| YTD |
|
|
-66.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.320 |
| 1M High / 1M Low: |
1.010 |
0.280 |
| 6M High / 6M Low: |
1.490 |
0.280 |
| High (YTD): |
2024-03-01 |
1.490 |
| Low (YTD): |
2024-04-16 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.831 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.82% |
| Volatility 6M: |
|
243.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
