BVT Call 64 DAL 21.02.2025
/ DE000VC997Y9
BVT Call 64 DAL 21.02.2025/ DE000VC997Y9 /
| 24/01/2025 08:44:20 |
Chg.-0.030 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-6.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
64.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VC997Y |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
05/12/2024 |
| Last trading day: |
21/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
0.30 |
| Time value: |
0.16 |
| Break-even: |
65.58 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.70 |
| Theta: |
-0.05 |
| Omega: |
9.69 |
| Rho: |
0.03 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
+34.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
+56.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.400 |
| 1M High / 1M Low: |
0.640 |
0.216 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
0.640 |
| Low (YTD): |
06/01/2025 |
0.216 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.484 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
413.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |