BVT Call 12.5 F 20.12.2024
/ DE000VD21MR0
BVT Call 12.5 F 20.12.2024/ DE000VD21MR0 /
| 15/08/2024 08:48:13 |
Chg.+0.001 |
Bid14:53:22 |
Ask14:53:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.196EUR |
+0.51% |
0.225
Bid Size: 22,000 |
0.245
Ask Size: 22,000 |
Ford Motor Company |
12.50 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD21MR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
45.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.33 |
| Parity: |
-2.11 |
| Time value: |
0.20 |
| Break-even: |
11.55 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
5.24% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
9.43 |
| Rho: |
0.01 |
Quote data
| Open: |
0.196 |
| High: |
0.196 |
| Low: |
0.196 |
| Previous Close: |
0.195 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.81% |
| 1 Month |
|
|
-89.90% |
| 3 Months |
|
|
-83.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.166 |
| 1M High / 1M Low: |
2.400 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.204 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.927 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
345.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
