BVT Put 18 AAL 18.07.2025
/ DE000VG16NS9
BVT Put 18 AAL 18.07.2025/ DE000VG16NS9 /
| 1/24/2025 5:05:35 PM |
Chg.+0.010 |
Bid6:33:40 PM |
Ask6:33:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.280EUR |
+0.44% |
2.190
Bid Size: 26,000 |
2.200
Ask Size: 26,000 |
American Airlines Gr... |
18.00 USD |
7/18/2025 |
Put |
Master data
| WKN: |
VG16NS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
18.00 USD |
| Maturity: |
7/18/2025 |
| Issue date: |
1/2/2025 |
| Last trading day: |
7/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.41 |
| Parity: |
0.93 |
| Time value: |
1.38 |
| Break-even: |
14.97 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.43% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-3.53 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.270 |
| High: |
2.290 |
| Low: |
2.270 |
| Previous Close: |
2.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.270 |
1.810 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.002 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |