BVT Call 14 F 20.09.2024/ DE000VD0FHN6 /
10/07/2024 19:45:35 | Chg.+0.020 | Bid20:26:00 | Ask20:26:00 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.350EUR | +6.06% | 0.350 Bid Size: 84,000 |
0.360 Ask Size: 84,000 |
Ford Motor Company | 14.00 USD | 20/09/2024 | Call |
Master data
WKN: | VD0FHN |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 14.00 USD |
Maturity: | 20/09/2024 |
Issue date: | 16/02/2024 |
Last trading day: | 20/09/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 39.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.29 |
Parity: | -1.02 |
Time value: | 0.30 |
Break-even: | 13.25 |
Moneyness: | 0.92 |
Premium: | 0.11 |
Premium p.a.: | 0.70 |
Spread abs.: | 0.01 |
Spread %: | 3.45% |
Delta: | 0.31 |
Theta: | 0.00 |
Omega: | 12.41 |
Rho: | 0.01 |
Quote data
Open: | 0.300 |
---|---|
High: | 0.350 |
Low: | 0.300 |
Previous Close: | 0.330 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +16.67% | ||
---|---|---|---|
1 Month | +20.69% | ||
3 Months | -52.70% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.330 | 0.260 |
---|---|---|
1M High / 1M Low: | 0.330 | 0.134 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.290 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.209 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 235.54% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |