BVT Call 54 DAL 21.03.2025
/ DE000VD9KU73
BVT Call 54 DAL 21.03.2025/ DE000VD9KU73 /
| 1/24/2025 8:37:28 AM |
Chg.-0.04 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
-2.84% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
54.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9KU7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 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: |
4.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.31 |
| Parity: |
1.29 |
| Time value: |
0.10 |
| Break-even: |
65.74 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.89 |
| Theta: |
-0.03 |
| Omega: |
4.14 |
| Rho: |
0.07 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.38% |
| 1 Month |
|
|
+42.71% |
| 3 Months |
|
|
+149.09% |
| YTD |
|
|
+50.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.25 |
| 1M High / 1M Low: |
1.57 |
0.76 |
| 6M High / 6M Low: |
1.57 |
0.06 |
| High (YTD): |
1/22/2025 |
1.57 |
| Low (YTD): |
1/6/2025 |
0.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.30% |
| Volatility 6M: |
|
217.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |