BVT Call 60 DAL 21.03.2025
/ DE000VD9KVB3
BVT Call 60 DAL 21.03.2025/ DE000VD9KVB3 /
| 1/24/2025 7:44:14 PM |
Chg.-0.050 |
Bid9:53:11 PM |
Ask9:53:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
-5.38% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
60.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VD9KVB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 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: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.30 |
| Parity: |
0.68 |
| Time value: |
0.16 |
| Break-even: |
65.57 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
6.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.840 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.39% |
| 1 Month |
|
|
+46.67% |
| 3 Months |
|
|
+203.45% |
| YTD |
|
|
+60.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.790 |
| 1M High / 1M Low: |
0.930 |
0.400 |
| 6M High / 6M Low: |
0.930 |
0.026 |
| High (YTD): |
1/23/2025 |
0.930 |
| Low (YTD): |
1/3/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.878 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.392 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.81% |
| Volatility 6M: |
|
256.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |