BVT Call 11.5 F 20.12.2024
/ DE000VD60V77
BVT Call 11.5 F 20.12.2024/ DE000VD60V77 /
| 2024-07-29 10:34:04 AM |
Chg.+0.020 |
Bid10:34:04 AM |
Ask10:34:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+2.74% |
0.750
Bid Size: 25,000 |
0.790
Ask Size: 25,000 |
Ford Motor Company |
11.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD60V7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.34 |
| Parity: |
-0.29 |
| Time value: |
0.73 |
| Break-even: |
11.33 |
| Moneyness: |
0.97 |
| Premium: |
0.10 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
7.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-72.12% |
| 1 Month |
|
|
-51.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.690 |
0.730 |
| 1M High / 1M Low: |
3.180 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.167 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
