BVT Call 39 DAL 21.03.2025
/ DE000VC10ET8
BVT Call 39 DAL 21.03.2025/ DE000VC10ET8 /
| 1/24/2025 8:05:32 PM |
Chg.-0.090 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.760EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
39.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC10ET |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/13/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.31 |
| Parity: |
2.73 |
| Time value: |
0.06 |
| Break-even: |
65.34 |
| Moneyness: |
1.73 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.23 |
| Rho: |
0.05 |
Quote data
| Open: |
2.750 |
| High: |
2.760 |
| Low: |
2.730 |
| Previous Close: |
2.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.99% |
| 1 Month |
|
|
+23.77% |
| 3 Months |
|
|
+75.80% |
| YTD |
|
|
+26.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.850 |
2.670 |
| 1M High / 1M Low: |
2.850 |
1.980 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
2.850 |
| Low (YTD): |
1/3/2025 |
1.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.462 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |