BVT Call 55 DAL 21.03.2025
/ DE000VC0GVK2
BVT Call 55 DAL 21.03.2025/ DE000VC0GVK2 /
| 24/01/2025 19:44:16 |
Chg.-0.050 |
Bid21:59:14 |
Ask21:59:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
55.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
VC0GVK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.30 |
| Parity: |
1.16 |
| Time value: |
0.10 |
| Break-even: |
65.01 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
4.47 |
| Rho: |
0.07 |
Quote data
| Open: |
1.280 |
| High: |
1.300 |
| Low: |
1.260 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
+170.83% |
| YTD |
|
|
+54.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
1.190 |
| 1M High / 1M Low: |
1.350 |
0.670 |
| 6M High / 6M Low: |
1.350 |
0.053 |
| High (YTD): |
23/01/2025 |
1.350 |
| Low (YTD): |
03/01/2025 |
0.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.057 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.591 |
| Avg. volume 6M: |
|
126.984 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.93% |
| Volatility 6M: |
|
217.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |