BVT Call 12 AAL 21.03.2025
/ DE000VD9FUZ4
BVT Call 12 AAL 21.03.2025/ DE000VD9FUZ4 /
| 24/01/2025 08:57:59 |
Chg.-1.79 |
Bid13:37:25 |
Ask13:37:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
-26.32% |
4.97
Bid Size: 3,000 |
5.06
Ask Size: 3,000 |
American Airlines Gr... |
12.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VD9FUZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.89 |
| Intrinsic value: |
4.83 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.41 |
| Parity: |
4.83 |
| Time value: |
0.21 |
| Break-even: |
16.56 |
| Moneyness: |
1.42 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.01 |
| Rho: |
0.02 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
6.80 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.60% |
| 1 Month |
|
|
-4.02% |
| 3 Months |
|
|
+139.71% |
| YTD |
|
|
-7.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.80 |
6.31 |
| 1M High / 1M Low: |
6.80 |
5.23 |
| 6M High / 6M Low: |
6.80 |
0.65 |
| High (YTD): |
23/01/2025 |
6.80 |
| Low (YTD): |
06/01/2025 |
5.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.86% |
| Volatility 6M: |
|
185.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |