BVT Call 13.5 F 20.09.2024
/ DE000VD0FH01
BVT Call 13.5 F 20.09.2024/ DE000VD0FH01 /
| 7/9/2024 8:52:27 AM |
Chg.+0.020 |
Bid5:33:27 PM |
Ask5:33:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.460
Bid Size: 86,000 |
0.470
Ask Size: 86,000 |
Ford Motor Company |
13.50 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VD0FH0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.29 |
| Parity: |
-0.48 |
| Time value: |
0.46 |
| Break-even: |
12.92 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
2.22% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
11.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.79% |
| 1 Month |
|
|
+46.67% |
| 3 Months |
|
|
-59.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.380 |
| 1M High / 1M Low: |
0.420 |
0.187 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.408 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
