BVT Call 11.5 F 20.09.2024
/ DE000VD60V44
BVT Call 11.5 F 20.09.2024/ DE000VD60V44 /
| 09/09/2024 20:03:29 |
Chg.-0.007 |
Bid21:51:59 |
Ask21:51:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
-13.73% |
0.045
Bid Size: 110,000 |
0.055
Ask Size: 110,000 |
Ford Motor Company |
11.50 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
30/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
156.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.34 |
| Parity: |
-0.83 |
| Time value: |
0.06 |
| Break-even: |
10.43 |
| Moneyness: |
0.92 |
| Premium: |
0.09 |
| Premium p.a.: |
18.32 |
| Spread abs.: |
0.01 |
| Spread %: |
19.61% |
| Delta: |
0.16 |
| Theta: |
-0.01 |
| Omega: |
24.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.052 |
| High: |
0.054 |
| Low: |
0.042 |
| Previous Close: |
0.051 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.39% |
| 1 Month |
|
|
-53.19% |
| 3 Months |
|
|
-95.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.051 |
| 1M High / 1M Low: |
0.218 |
0.051 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
330.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
