BVT Put 11.5 F 20.09.2024
/ DE000VD0FH27
BVT Put 11.5 F 20.09.2024/ DE000VD0FH27 /
| 8/2/2024 7:45:02 PM |
Chg.+0.480 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+47.52% |
-
Bid Size: - |
-
Ask Size: - |
Ford Motor Company |
11.50 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VD0FH2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.35 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.34 |
| Parity: |
1.35 |
| Time value: |
0.21 |
| Break-even: |
8.98 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-4.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.030 |
| High: |
1.490 |
| Low: |
1.030 |
| Previous Close: |
1.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+112.86% |
| 1 Month |
|
|
+520.83% |
| 3 Months |
|
|
+170.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
0.810 |
| 1M High / 1M Low: |
1.490 |
0.069 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.386 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,458.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
