BVT Call 62 DAL 21.02.2025
/ DE000VC99704
BVT Call 62 DAL 21.02.2025/ DE000VC99704 /
| 1/24/2025 8:44:20 AM |
Chg.-0.030 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-4.55% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
62.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VC9970 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/5/2024 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
0.52 |
| Time value: |
0.12 |
| Break-even: |
65.92 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.59% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
7.90 |
| Rho: |
0.03 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.53% |
| 1 Month |
|
|
+46.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
+65.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.810 |
0.530 |
| 1M High / 1M Low: |
0.810 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.810 |
| Low (YTD): |
1/6/2025 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.624 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
378.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |