BVT Call 11.5 F 20.09.2024
/ DE000VD60V44
BVT Call 11.5 F 20.09.2024/ DE000VD60V44 /
| 2024-07-09 5:04:04 PM |
Chg.+0.050 |
Bid6:39:46 PM |
Ask6:39:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.550EUR |
+3.33% |
1.600
Bid Size: 50,000 |
1.610
Ask Size: 50,000 |
Ford Motor Company |
11.50 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD60V4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
1.37 |
| Time value: |
0.21 |
| Break-even: |
12.20 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.64% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
6.42 |
| Rho: |
0.02 |
Quote data
| Open: |
1.590 |
| High: |
1.590 |
| Low: |
1.550 |
| Previous Close: |
1.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.15% |
| 1 Month |
|
|
+49.04% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.500 |
1.410 |
| 1M High / 1M Low: |
1.500 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
