BVT Call 54 DAL 21.06.2024
/ DE000VD3SQG8
BVT Call 54 DAL 21.06.2024/ DE000VD3SQG8 /
| 2024-05-23 8:42:21 AM |
Chg.-0.010 |
Bid4:06:26 PM |
Ask4:06:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-10.31% |
0.068
Bid Size: 42,000 |
0.078
Ask Size: 42,000 |
Delta Air Lines Inc |
54.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VD3SQG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-0.22 |
| Time value: |
0.10 |
| Break-even: |
50.86 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
1.27 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.34 |
| Theta: |
-0.03 |
| Omega: |
16.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.087 |
| High: |
0.087 |
| Low: |
0.087 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.14% |
| 1 Month |
|
|
+3.57% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.153 |
0.097 |
| 1M High / 1M Low: |
0.176 |
0.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.123 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.120 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
437.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
