BVT Call 15.5 F 20.12.2024
/ DE000VD21M68
BVT Call 15.5 F 20.12.2024/ DE000VD21M68 /
2024-09-02 8:47:36 AM |
Chg.-0.004 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
-7.69% |
- Bid Size: - |
- Ask Size: - |
Ford Motor Company |
15.50 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD21M6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ford Motor Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.50 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: |
163.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.34 |
Parity: |
-3.90 |
Time value: |
0.06 |
Break-even: |
14.10 |
Moneyness: |
0.72 |
Premium: |
0.39 |
Premium p.a.: |
2.02 |
Spread abs.: |
0.01 |
Spread %: |
19.23% |
Delta: |
0.07 |
Theta: |
0.00 |
Omega: |
11.96 |
Rho: |
0.00 |
Quote data
Open: |
0.048 |
High: |
0.048 |
Low: |
0.048 |
Previous Close: |
0.052 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-17.24% |
3 Months |
|
|
-75.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.064 |
0.052 |
1M High / 1M Low: |
0.064 |
0.042 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.053 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
212.30% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |