BVT Put 13 FMC1 20.09.2024
/ DE000VD2N752
BVT Put 13 FMC1 20.09.2024/ DE000VD2N752 /
03/09/2024 08:56:33 |
Chg.+0.05 |
Bid10:43:24 |
Ask10:43:24 |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
+2.87% |
1.78 Bid Size: 14,000 |
1.85 Ask Size: 14,000 |
FORD MOTOR D... |
13.00 - |
20/09/2024 |
Put |
Master data
WKN: |
VD2N75 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FORD MOTOR DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
13.00 - |
Maturity: |
20/09/2024 |
Issue date: |
22/03/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.89 |
Intrinsic value: |
2.89 |
Implied volatility: |
- |
Historic volatility: |
0.34 |
Parity: |
2.89 |
Time value: |
-1.02 |
Break-even: |
11.13 |
Moneyness: |
1.29 |
Premium: |
-0.10 |
Premium p.a.: |
-0.90 |
Spread abs.: |
0.05 |
Spread %: |
2.75% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.79 |
High: |
1.79 |
Low: |
1.79 |
Previous Close: |
1.74 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.92% |
1 Month |
|
|
-23.83% |
3 Months |
|
|
+49.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.78 |
1.64 |
1M High / 1M Low: |
3.15 |
1.56 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |