BVT Put 11 AAL 21.06.2024
/ DE000VM3M496
BVT Put 11 AAL 21.06.2024/ DE000VM3M496 /
| 2024-05-03 8:50:02 AM |
Chg.-0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
-8.85% |
-
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: |
0.103 |
| High: |
0.103 |
| Low: |
0.103 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.90% |
| 1 Month |
|
|
-39.41% |
| 3 Months |
|
|
-63.21% |
| YTD |
|
|
-78.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.128 |
0.102 |
| 1M High / 1M Low: |
0.310 |
0.102 |
| 6M High / 6M Low: |
1.180 |
0.100 |
| High (YTD): |
2024-01-03 |
0.650 |
| Low (YTD): |
2024-04-02 |
0.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.44% |
| Volatility 6M: |
|
216.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
