BVT Call 10 F 20.12.2024/ DE000VC1ZWY9 /
05/09/2024 08:22:02 | Chg.-0.02 | Bid13:06:25 | Ask13:06:25 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.27EUR | -1.55% | 1.30 Bid Size: 18,000 |
1.36 Ask Size: 18,000 |
Ford Motor Company | 10.00 USD | 20/12/2024 | Call |
Master data
WKN: | VC1ZWY |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.00 USD |
Maturity: | 20/12/2024 |
Issue date: | 13/08/2024 |
Last trading day: | 20/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.66 |
Leverage: | Yes |
Calculated values
Fair value: | 1.25 |
---|---|
Intrinsic value: | 0.86 |
Implied volatility: | 0.36 |
Historic volatility: | 0.33 |
Parity: | 0.86 |
Time value: | 0.43 |
Break-even: | 10.32 |
Moneyness: | 1.10 |
Premium: | 0.04 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.01 |
Spread %: | 0.78% |
Delta: | 0.73 |
Theta: | 0.00 |
Omega: | 5.62 |
Rho: | 0.02 |
Quote data
Open: | 1.27 |
---|---|
High: | 1.27 |
Low: | 1.27 |
Previous Close: | 1.29 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.51% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.40 | 1.29 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.34 | |
Avg. volume 1W: | 0.00 | |
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: | - |