BVT Put 10 FMC1 20.12.2024
/ DE000VD21ML3
BVT Put 10 FMC1 20.12.2024/ DE000VD21ML3 /
| 2024-10-07 7:56:47 PM |
Chg.-0.010 |
Bid9:56:57 PM |
Ask9:56:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-2.08% |
-
Bid Size: - |
-
Ask Size: - |
FORD MOTOR D... |
10.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21ML |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
10.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.34 |
| Parity: |
0.37 |
| Time value: |
0.10 |
| Break-even: |
9.53 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
-0.64 |
| Theta: |
0.00 |
| Omega: |
-13.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
-7.84% |
| 3 Months |
|
|
+139.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.430 |
| 1M High / 1M Low: |
0.590 |
0.320 |
| 6M High / 6M Low: |
1.040 |
0.093 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.50% |
| Volatility 6M: |
|
318.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
