BVT Call 12.5 F 20.12.2024
/ DE000VD21MR0
BVT Call 12.5 F 20.12.2024/ DE000VD21MR0 /
8/15/2024 8:48:13 AM |
Chg.+0.001 |
Bid3:31:43 PM |
Ask3:31:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.196EUR |
+0.51% |
0.240 Bid Size: 11,000 |
0.270 Ask Size: 11,000 |
Ford Motor Company |
12.50 USD |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
3/28/2024 |
Last trading day: |
12/20/2024 |
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: |
|
- |