BVT Call 41 DAL 21.03.2025/  DE000VC10FF4  /

EUWAX
24/01/2025  08:16:02 Chg.-0.05 Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
2.58EUR -1.90% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 41.00 USD 21/03/2025 Call
 

Master data

WKN: VC10FF
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 41.00 USD
Maturity: 21/03/2025
Issue date: 13/08/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.50
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 2.49
Implied volatility: 0.86
Historic volatility: 0.30
Parity: 2.49
Time value: 0.07
Break-even: 64.67
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.39%
Delta: 0.95
Theta: -0.02
Omega: 2.38
Rho: 0.05
 

Quote data

Open: 2.58
High: 2.58
Low: 2.58
Previous Close: 2.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.79%
1 Month  
+27.09%
3 Months  
+80.42%
YTD  
+30.30%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.79 2.46
1M High / 1M Low: 2.79 1.83
6M High / 6M Low: - -
High (YTD): 22/01/2025 2.79
Low (YTD): 06/01/2025 1.83
52W High: - -
52W Low: - -
Avg. price 1W:   2.59
Avg. volume 1W:   0.00
Avg. price 1M:   2.28
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.39%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -