BVT Call 11 AAL 21.03.2025
/ DE000VC9BQ23
BVT Call 11 AAL 21.03.2025/ DE000VC9BQ23 /
| 1/24/2025 10:31:39 AM |
Chg.-0.010 |
Bid10:31:39 AM |
Ask10:31:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.590
Bid Size: 17,000 |
0.610
Ask Size: 17,000 |
American Airlines Gr... |
11.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC9BQ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/25/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.41 |
| Parity: |
0.58 |
| Time value: |
0.02 |
| Break-even: |
16.56 |
| Moneyness: |
1.55 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.06% |
| 1 Month |
|
|
-4.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
-7.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.600 |
| 1M High / 1M Low: |
0.730 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.730 |
| Low (YTD): |
1/23/2025 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.700 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.673 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |