BVT Put 10 FMC1 20.12.2024
/ DE000VD21ML3
BVT Put 10 FMC1 20.12.2024/ DE000VD21ML3 /
03/09/2024 19:55:46 |
Chg.+0.010 |
Bid09:10:44 |
Ask09:10:44 |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+2.78% |
0.390 Bid Size: 27,000 |
0.410 Ask Size: 27,000 |
FORD MOTOR D... |
10.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
28/03/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-24.84 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.20 |
Historic volatility: |
0.34 |
Parity: |
0.06 |
Time value: |
0.34 |
Break-even: |
9.60 |
Moneyness: |
1.01 |
Premium: |
0.03 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.46 |
Theta: |
0.00 |
Omega: |
-11.50 |
Rho: |
-0.01 |
Quote data
Open: |
0.340 |
High: |
0.370 |
Low: |
0.340 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.63% |
1 Month |
|
|
-54.32% |
3 Months |
|
|
+2.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.340 |
1M High / 1M Low: |
1.040 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.565 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |