BVT Call 34 DAL 21.06.2024
/ DE000VM346N0
BVT Call 34 DAL 21.06.2024/ DE000VM346N0 /
| 2024-05-03 8:04:23 PM |
Chg.+0.030 |
Bid9:52:24 PM |
Ask9:52:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
+1.85% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
34.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM346N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.27 |
| Parity: |
1.59 |
| Time value: |
0.04 |
| Break-even: |
47.99 |
| Moneyness: |
1.50 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.78 |
| Rho: |
0.04 |
Quote data
| Open: |
1.610 |
| High: |
1.650 |
| Low: |
1.610 |
| Previous Close: |
1.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.74% |
| 1 Month |
|
|
+25.00% |
| 3 Months |
|
|
+135.71% |
| YTD |
|
|
+108.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.650 |
1.530 |
| 1M High / 1M Low: |
1.650 |
1.190 |
| 6M High / 6M Low: |
1.650 |
0.320 |
| High (YTD): |
2024-05-03 |
1.650 |
| Low (YTD): |
2024-01-16 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.595 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.857 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.72% |
| Volatility 6M: |
|
122.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
