BVT Call 46 DAL 21.06.2024
/ DE000VM6PBC7
BVT Call 46 DAL 21.06.2024/ DE000VM6PBC7 /
2024-05-03 8:05:01 PM |
Chg.+0.020 |
Bid9:58:55 PM |
Ask9:58:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.590EUR |
+3.51% |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
46.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM6PBC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-08 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.56 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
0.52 |
Time value: |
0.10 |
Break-even: |
48.94 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.64% |
Delta: |
0.81 |
Theta: |
-0.02 |
Omega: |
6.24 |
Rho: |
0.04 |
Quote data
Open: |
0.550 |
High: |
0.590 |
Low: |
0.550 |
Previous Close: |
0.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+28.26% |
1 Month |
|
|
+51.28% |
3 Months |
|
|
+431.53% |
YTD |
|
|
+233.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.490 |
1M High / 1M Low: |
0.590 |
0.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-03 |
0.590 |
Low (YTD): |
2024-01-22 |
0.061 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.542 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.402 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |