BVT Call 48 DAL 21.06.2024
/ DE000VM6XKB4
BVT Call 48 DAL 21.06.2024/ DE000VM6XKB4 /
| 2024-05-03 8:04:37 PM |
Chg.+0.020 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
48.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6XKB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.33 |
| Time value: |
0.14 |
| Break-even: |
49.30 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
7.46 |
| Rho: |
0.04 |
Quote data
| Open: |
0.410 |
| High: |
0.440 |
| Low: |
0.410 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.33% |
| 1 Month |
|
|
+51.72% |
| 3 Months |
|
|
+486.67% |
| YTD |
|
|
+233.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.440 |
0.185 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-03 |
0.440 |
| Low (YTD): |
2024-01-22 |
0.039 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
