BVT Call 13 F 20.12.2024/ DE000VD21M19 /
2024-07-29 7:58:08 PM | Chg.-0.050 | Bid8:18:21 PM | Ask8:18:21 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.270EUR | -15.63% | 0.270 Bid Size: 102,000 |
0.280 Ask Size: 102,000 |
Ford Motor Company | 13.00 USD | 2024-12-20 | Call |
Master data
WKN: | VD21M1 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 13.00 USD |
Maturity: | 2024-12-20 |
Issue date: | 2024-03-28 |
Last trading day: | 2024-12-20 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 30.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.36 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.34 |
Parity: | -1.67 |
Time value: | 0.34 |
Break-even: | 12.32 |
Moneyness: | 0.86 |
Premium: | 0.19 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.01 |
Spread %: | 3.03% |
Delta: | 0.29 |
Theta: | 0.00 |
Omega: | 8.69 |
Rho: | 0.01 |
Quote data
Open: | 0.350 |
---|---|
High: | 0.350 |
Low: | 0.270 |
Previous Close: | 0.320 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | -83.93% | ||
---|---|---|---|
1 Month | -65.82% | ||
3 Months | -75.89% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.680 | 0.320 |
---|---|---|
1M High / 1M Low: | 2.130 | 0.320 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.090 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 1.286 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 338.96% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |