BVT Call 9.32 FMC1 17.01.2025
/ DE000VM4DTS6
BVT Call 9.32 FMC1 17.01.2025/ DE000VM4DTS6 /
8/2/2024 8:11:50 AM |
Chg.-0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
-2.78% |
- Bid Size: - |
- Ask Size: - |
FORD MOTOR D... |
9.32 - |
1/17/2025 |
Call |
Master data
WKN: |
VM4DTS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FORD MOTOR DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
9.32 - |
Maturity: |
1/17/2025 |
Issue date: |
10/24/2023 |
Last trading day: |
1/17/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
30.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.12 |
Historic volatility: |
0.34 |
Parity: |
-0.13 |
Time value: |
0.30 |
Break-even: |
9.62 |
Moneyness: |
0.99 |
Premium: |
0.05 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.53 |
Theta: |
0.00 |
Omega: |
16.22 |
Rho: |
0.02 |
Quote data
Open: |
0.350 |
High: |
0.350 |
Low: |
0.350 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.89% |
1 Month |
|
|
-18.60% |
3 Months |
|
|
-18.60% |
YTD |
|
|
-18.60% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.350 |
1M High / 1M Low: |
0.450 |
0.350 |
6M High / 6M Low: |
0.460 |
0.350 |
High (YTD): |
4/2/2024 |
0.460 |
Low (YTD): |
8/2/2024 |
0.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.418 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.431 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
38.52% |
Volatility 6M: |
|
31.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |