BVT Call 49 DAL 21.03.2025
/ DE000VD9KU24
BVT Call 49 DAL 21.03.2025/ DE000VD9KU24 /
| 1/24/2025 7:54:29 PM |
Chg.-0.070 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
-3.68% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
49.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9KU2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
49.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/9/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.30 |
| Parity: |
1.73 |
| Time value: |
0.08 |
| Break-even: |
64.79 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
3.27 |
| Rho: |
0.06 |
Quote data
| Open: |
1.820 |
| High: |
1.830 |
| Low: |
1.810 |
| Previous Close: |
1.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.17% |
| 1 Month |
|
|
+35.56% |
| 3 Months |
|
|
+125.93% |
| YTD |
|
|
+44.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.730 |
| 1M High / 1M Low: |
1.900 |
1.100 |
| 6M High / 6M Low: |
1.900 |
0.117 |
| High (YTD): |
1/23/2025 |
1.900 |
| Low (YTD): |
1/3/2025 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.899 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.46% |
| Volatility 6M: |
|
174.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |