BVT Put 11 FMC1 21.03.2025
/ DE000VD9B3A8
BVT Put 11 FMC1 21.03.2025/ DE000VD9B3A8 /
| 2024-11-15 7:51:15 PM |
Chg.-0.030 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-3.85% |
-
Bid Size: - |
-
Ask Size: - |
FORD MOTOR D... |
11.00 - |
2025-03-21 |
Put |
Master data
| WKN: |
VD9B3A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 - |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-07-05 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.08 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.34 |
| Parity: |
0.54 |
| Time value: |
0.24 |
| Break-even: |
10.22 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-8.03 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.750 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.25% |
| 1 Month |
|
|
-22.68% |
| 3 Months |
|
|
-41.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.690 |
| 1M High / 1M Low: |
1.280 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.942 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
