BVT Call 13 AAL 21.03.2025
/ DE000VC9BQ49
BVT Call 13 AAL 21.03.2025/ DE000VC9BQ49 /
| 24/01/2025 19:44:28 |
Chg.-0.010 |
Bid20:53:20 |
Ask20:53:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-2.38% |
0.400
Bid Size: 134,000 |
0.410
Ask Size: 134,000 |
American Airlines Gr... |
13.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC9BQ4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/11/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.41 |
| Parity: |
0.39 |
| Time value: |
0.03 |
| Break-even: |
16.68 |
| Moneyness: |
1.31 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
3.43 |
| Rho: |
0.02 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.400 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
- |
| YTD |
|
|
-8.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.420 |
| 1M High / 1M Low: |
0.540 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
0.540 |
| Low (YTD): |
23/01/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.487 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |