BVT Put 9.5 FMC1 21.03.2025
/ DE000VC0UR77
BVT Put 9.5 FMC1 21.03.2025/ DE000VC0UR77 /
2024-11-15 8:57:45 AM |
Chg.+0.020 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
+7.41% |
- Bid Size: - |
- Ask Size: - |
FORD MOTOR D... |
9.50 - |
2025-03-21 |
Put |
Master data
WKN: |
VC0UR7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
FORD MOTOR DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
9.50 - |
Maturity: |
2025-03-21 |
Issue date: |
2024-07-26 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-36.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.34 |
Parity: |
-0.96 |
Time value: |
0.29 |
Break-even: |
9.21 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
-0.24 |
Theta: |
0.00 |
Omega: |
-8.79 |
Rho: |
-0.01 |
Quote data
Open: |
0.290 |
High: |
0.290 |
Low: |
0.290 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.33% |
1 Month |
|
|
-38.30% |
3 Months |
|
|
-54.69% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.300 |
0.270 |
1M High / 1M Low: |
0.560 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.407 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.16% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |