BVT Call 15.5 F 20.09.2024/  DE000VD0LSB6  /

EUWAX
05/07/2024  08:19:04 Chg.-0.008 Bid22:00:05 Ask22:00:05 Underlying Strike price Expiration date Option type
0.074EUR -9.76% -
Bid Size: -
-
Ask Size: -
Ford Motor Company 15.50 USD 20/09/2024 Call
 

Master data

WKN: VD0LSB
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Ford Motor Company
Type: Warrant
Option type: Call
Strike price: 15.50 USD
Maturity: 20/09/2024
Issue date: 20/02/2024
Last trading day: 20/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 141.73
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.29
Parity: -2.43
Time value: 0.08
Break-even: 14.42
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 1.48
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.11
Theta: 0.00
Omega: 15.80
Rho: 0.00
 

Quote data

Open: 0.074
High: 0.074
Low: 0.074
Previous Close: 0.082
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+27.59%
1 Month
  -7.50%
3 Months
  -83.18%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.091 0.057
1M High / 1M Low: 0.099 0.042
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.067
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   257.72%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -