BVT Call 49 DAL 21.06.2024
/ DE000VM676V3
BVT Call 49 DAL 21.06.2024/ DE000VM676V3 /
| 2024-05-03 8:04:58 PM |
Chg.+0.020 |
Bid8:17:14 PM |
Ask8:17:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+5.71% |
0.370
Bid Size: 30,000 |
0.380
Ask Size: 30,000 |
Delta Air Lines Inc |
49.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM676V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.19 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.19 |
| Time value: |
0.17 |
| Break-even: |
49.27 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
8.76 |
| Rho: |
0.04 |
Quote data
| Open: |
0.340 |
| High: |
0.370 |
| Low: |
0.340 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.04% |
| 1 Month |
|
|
+85.00% |
| 3 Months |
|
|
+506.56% |
| YTD |
|
|
+230.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.270 |
| 1M High / 1M Low: |
0.350 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-02 |
0.350 |
| Low (YTD): |
2024-01-22 |
0.031 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.308 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
