BVT Call 41 DAL 21.03.2025
/ DE000VC10FF4
BVT Call 41 DAL 21.03.2025/ DE000VC10FF4 /
| 24/01/2025 19:54:26 |
Chg.-0.070 |
Bid21:58:45 |
Ask21:58:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.580EUR |
-2.64% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
41.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC10FF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
13/08/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.30 |
| Parity: |
2.49 |
| Time value: |
0.07 |
| Break-even: |
64.67 |
| Moneyness: |
1.64 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
2.38 |
| Rho: |
0.05 |
Quote data
| Open: |
2.560 |
| High: |
2.580 |
| Low: |
2.550 |
| Previous Close: |
2.650 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.61% |
| 1 Month |
|
|
+26.47% |
| 3 Months |
|
|
+85.61% |
| YTD |
|
|
+31.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.650 |
2.480 |
| 1M High / 1M Low: |
2.650 |
1.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
23/01/2025 |
2.650 |
| Low (YTD): |
03/01/2025 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.249 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |