BVT Call 14.5 F 20.12.2024
/ DE000VD21M43
BVT Call 14.5 F 20.12.2024/ DE000VD21M43 /
| 2024-07-16 8:49:05 AM |
Chg.+0.100 |
Bid6:52:05 PM |
Ask6:52:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+11.36% |
1.090
Bid Size: 74,000 |
1.100
Ask Size: 74,000 |
Ford Motor Company |
14.50 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD21M4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 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: |
13.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.29 |
| Parity: |
-0.25 |
| Time value: |
0.99 |
| Break-even: |
14.29 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
7.02 |
| Rho: |
0.03 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.00% |
| 1 Month |
|
|
+188.24% |
| 3 Months |
|
|
+55.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.490 |
| 1M High / 1M Low: |
0.880 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
