BVT Call 38 DAL 21.06.2024
/ DE000VM3MZ73
BVT Call 38 DAL 21.06.2024/ DE000VM3MZ73 /
| 2024-05-03 8:05:36 PM |
Chg.+0.020 |
Bid9:52:23 PM |
Ask9:52:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.280EUR |
+1.59% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
38.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MZ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.21 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.27 |
| Parity: |
1.21 |
| Time value: |
0.05 |
| Break-even: |
48.02 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.55 |
| Rho: |
0.04 |
Quote data
| Open: |
1.240 |
| High: |
1.280 |
| Low: |
1.230 |
| Previous Close: |
1.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+42.22% |
| 3 Months |
|
|
+197.67% |
| YTD |
|
|
+146.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
1.120 |
| 1M High / 1M Low: |
1.260 |
0.850 |
| 6M High / 6M Low: |
1.260 |
0.178 |
| High (YTD): |
2024-05-02 |
1.260 |
| Low (YTD): |
2024-01-22 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.564 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.05% |
| Volatility 6M: |
|
166.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
