BVT Put 9.5 FMC1 21.03.2025/  DE000VC0UR77  /

EUWAX
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:   -