BVT Call 58 DAL 21.03.2025
/ DE000VD9KU65
BVT Call 58 DAL 21.03.2025/ DE000VD9KU65 /
| 1/24/2025 7:44:29 PM |
Chg.-0.060 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
-5.45% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
58.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9KU6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 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: |
6.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.31 |
| Parity: |
0.91 |
| Time value: |
0.13 |
| Break-even: |
66.08 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
5.19 |
| Rho: |
0.07 |
Quote data
| Open: |
1.020 |
| High: |
1.040 |
| Low: |
1.000 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.47% |
| 1 Month |
|
|
+46.48% |
| 3 Months |
|
|
+181.08% |
| YTD |
|
|
+57.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.100 |
0.940 |
| 1M High / 1M Low: |
1.100 |
0.500 |
| 6M High / 6M Low: |
1.100 |
0.035 |
| High (YTD): |
1/23/2025 |
1.100 |
| Low (YTD): |
1/3/2025 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.821 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.18% |
| Volatility 6M: |
|
242.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |