BVT Put 11 AAL 21.06.2024
/ DE000VM3M496
BVT Put 11 AAL 21.06.2024/ DE000VM3M496 /
| 2024-05-03 7:42:15 PM |
Chg.-0.001 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
-0.92% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
11.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3M49 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-110.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
-2.65 |
| Time value: |
0.12 |
| Break-even: |
10.11 |
| Moneyness: |
0.79 |
| Premium: |
0.21 |
| Premium p.a.: |
3.39 |
| Spread abs.: |
0.01 |
| Spread %: |
9.43% |
| Delta: |
-0.09 |
| Theta: |
0.00 |
| Omega: |
-10.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.104 |
| High: |
0.108 |
| Low: |
0.096 |
| Previous Close: |
0.109 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.20% |
| 1 Month |
|
|
-32.08% |
| 3 Months |
|
|
-62.76% |
| YTD |
|
|
-77.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.108 |
| 1M High / 1M Low: |
0.320 |
0.108 |
| 6M High / 6M Low: |
1.180 |
0.108 |
| High (YTD): |
2024-01-03 |
0.630 |
| Low (YTD): |
2024-05-03 |
0.108 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.182 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.28% |
| Volatility 6M: |
|
226.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
