BVT Call 13 F 20.12.2024/ DE000VD21M19 /
| 2024-05-28 8:46:54 AM | Chg.-0.010 | Bid12:01:28 PM | Ask12:01:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.740EUR | -1.33% | 0.760 Bid Size: 23,000 |
0.800 Ask Size: 23,000 |
Ford Motor Company | 13.00 USD | 2024-12-20 | Call |
Master data
| WKN: | VD21M1 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Ford Motor Company |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 USD |
| Maturity: | 2024-12-20 |
| Issue date: | 2024-03-28 |
| Last trading day: | 2024-12-20 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.78 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.30 |
| Parity: | -0.77 |
| Time value: | 0.81 |
| Break-even: | 12.78 |
| Moneyness: | 0.94 |
| Premium: | 0.14 |
| Premium p.a.: | 0.26 |
| Spread abs.: | 0.03 |
| Spread %: | 3.85% |
| Delta: | 0.47 |
| Theta: | 0.00 |
| Omega: | 6.46 |
| Rho: | 0.02 |
Quote data
| Open: | 0.740 |
|---|---|
| High: | 0.740 |
| Low: | 0.740 |
| Previous Close: | 0.750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.33% | ||
|---|---|---|---|
| 1 Month | -45.19% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.790 | 0.730 |
|---|---|---|
| 1M High / 1M Low: | 1.210 | 0.730 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.752 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.900 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 143.76% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
