BVT Call 12 F 20.09.2024/ DE000VD0RCT9 /
| 7/5/2024 7:43:41 PM | Chg.-0.020 | Bid9:59:42 PM | Ask9:59:42 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.050EUR | -1.87% | - Bid Size: - |
- Ask Size: - |
Ford Motor Company | 12.00 USD | 9/20/2024 | Call |
Master data
| WKN: | VD0RCT |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 USD |
| Maturity: | 9/20/2024 |
| Issue date: | 2/22/2024 |
| Last trading day: | 9/20/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.13 |
|---|---|
| Intrinsic value: | 0.77 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.29 |
| Parity: | 0.77 |
| Time value: | 0.35 |
| Break-even: | 12.19 |
| Moneyness: | 1.07 |
| Premium: | 0.03 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.90% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 7.82 |
| Rho: | 0.02 |
Quote data
| Open: | 1.150 |
|---|---|
| High: | 1.150 |
| Low: | 1.050 |
| Previous Close: | 1.070 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +14.13% | ||
|---|---|---|---|
| 1 Month | +32.91% | ||
| 3 Months | -42.93% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.150 | 1.050 |
|---|---|---|
| 1M High / 1M Low: | 1.150 | 0.570 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.078 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.801 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
