BVT Call 13 F 20.12.2024/  DE000VD21M19  /

Frankfurt Zert./VONT
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:   -