BVT Call 64 DAL 21.03.2025
/ DE000VC4T1V5
BVT Call 64 DAL 21.03.2025/ DE000VC4T1V5 /
| 1/24/2025 8:04:59 PM |
Chg.-0.060 |
Bid9:59:16 PM |
Ask9:59:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
64.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
VC4T1V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
64.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
9/30/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.30 |
| Parity: |
0.30 |
| Time value: |
0.26 |
| Break-even: |
66.58 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
7.60 |
| Rho: |
0.06 |
Quote data
| Open: |
0.570 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+39.02% |
| 3 Months |
|
|
+195.34% |
| YTD |
|
|
+54.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.520 |
| 1M High / 1M Low: |
0.640 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
0.640 |
| Low (YTD): |
1/3/2025 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.464 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |