BVT Call 47 DAL 21.06.2024
/ DE000VM6TXK6
BVT Call 47 DAL 21.06.2024/ DE000VM6TXK6 /
| 2024-05-03 7:43:21 PM |
Chg.+0.050 |
Bid9:52:23 PM |
Ask9:52:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+10.64% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
47.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6TXK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
47.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.38 |
| Time value: |
0.12 |
| Break-even: |
48.80 |
| Moneyness: |
1.09 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
7.21 |
| Rho: |
0.04 |
Quote data
| Open: |
0.480 |
| High: |
0.520 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+85.71% |
| 3 Months |
|
|
+484.27% |
| YTD |
|
|
+239.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.470 |
0.234 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
0.470 |
| Low (YTD): |
2024-01-22 |
0.051 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.435 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
