BVT Put 11.5 FMC1 20.12.2024
/ DE000VD21MQ2
BVT Put 11.5 FMC1 20.12.2024/ DE000VD21MQ2 /
9/10/2024 10:24:49 AM |
Chg.+0.020 |
Bid11:04:36 AM |
Ask11:04:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.170EUR |
+1.74% |
1.180 Bid Size: 22,000 |
1.230 Ask Size: 22,000 |
FORD MOTOR D... |
11.50 - |
12/20/2024 |
Put |
Master data
WKN: |
VD21MQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FORD MOTOR DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
11.50 - |
Maturity: |
12/20/2024 |
Issue date: |
3/28/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.90 |
Intrinsic value: |
1.84 |
Implied volatility: |
- |
Historic volatility: |
0.34 |
Parity: |
1.84 |
Time value: |
-0.65 |
Break-even: |
10.31 |
Moneyness: |
1.19 |
Premium: |
-0.07 |
Premium p.a.: |
-0.22 |
Spread abs.: |
0.01 |
Spread %: |
0.85% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.170 |
High: |
1.170 |
Low: |
1.170 |
Previous Close: |
1.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+21.88% |
1 Month |
|
|
-27.78% |
3 Months |
|
|
+77.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.250 |
0.960 |
1M High / 1M Low: |
1.740 |
0.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
119.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |