BVT Call 68 DAL 21.02.2025
/ DE000VC997X1
BVT Call 68 DAL 21.02.2025/ DE000VC997X1 /
| 24/01/2025 08:44:20 |
Chg.-0.024 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.226EUR |
-9.60% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
68.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
VC997X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 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: |
29.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.30 |
| Parity: |
-0.08 |
| Time value: |
0.22 |
| Break-even: |
66.96 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.01 |
| Spread %: |
4.83% |
| Delta: |
0.48 |
| Theta: |
-0.05 |
| Omega: |
14.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.226 |
| High: |
0.226 |
| Low: |
0.226 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.60% |
| 1 Month |
|
|
-1.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
+22.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.193 |
| 1M High / 1M Low: |
0.360 |
0.124 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
0.360 |
| Low (YTD): |
06/01/2025 |
0.124 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.247 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.204 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
481.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |