BVT Call 13 F 20.12.2024/ DE000VD21M19 /
08/10/2024 10:23:48 | Chg.-0.001 | Bid10:42:09 | Ask10:42:09 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.097EUR | -1.02% | 0.098 Bid Size: 28,000 |
0.108 Ask Size: 28,000 |
Ford Motor Company | 13.00 USD | 20/12/2024 | 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: | 20/12/2024 |
Issue date: | 28/03/2024 |
Last trading day: | 20/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 89.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.39 |
Historic volatility: | 0.34 |
Parity: | -2.29 |
Time value: | 0.11 |
Break-even: | 11.95 |
Moneyness: | 0.81 |
Premium: | 0.25 |
Premium p.a.: | 2.06 |
Spread abs.: | 0.01 |
Spread %: | 10.31% |
Delta: | 0.14 |
Theta: | 0.00 |
Omega: | 12.14 |
Rho: | 0.00 |
Quote data
Open: | 0.097 |
---|---|
High: | 0.097 |
Low: | 0.097 |
Previous Close: | 0.098 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | -26.52% | ||
---|---|---|---|
1 Month | -38.22% | ||
3 Months | -90.10% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.132 | 0.098 |
---|---|---|
1M High / 1M Low: | 0.183 | 0.096 |
6M High / 6M Low: | 2.130 | 0.096 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.110 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.130 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.666 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 248.80% | |
Volatility 6M: | 218.37% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |