BVT Call 76 DAL 21.03.2025/  DE000VC7NHB1  /

Frankfurt Zert./VONT
24/01/2025  19:44:16 Chg.-0.012 Bid21:59:56 Ask21:59:56 Underlying Strike price Expiration date Option type
0.109EUR -9.92% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 76.00 USD 21/03/2025 Call
 

Master data

WKN: VC7NHB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 76.00 USD
Maturity: 21/03/2025
Issue date: 08/11/2024
Last trading day: 21/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 59.83
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.30
Parity: -0.84
Time value: 0.11
Break-even: 73.49
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.50
Spread abs.: 0.01
Spread %: 10.31%
Delta: 0.22
Theta: -0.03
Omega: 13.17
Rho: 0.02
 

Quote data

Open: 0.105
High: 0.109
Low: 0.100
Previous Close: 0.121
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.83%
1 Month
  -13.49%
3 Months     -
YTD  
+9.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.124 0.102
1M High / 1M Low: 0.188 0.059
6M High / 6M Low: - -
High (YTD): 10/01/2025 0.188
Low (YTD): 03/01/2025 0.059
52W High: - -
52W Low: - -
Avg. price 1W:   0.116
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   475.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -