BVT Call 15 F 21.06.2024/ DE000VD2N7Z9 /
2024-05-03 8:49:44 AM | Chg.+0.004 | Bid10:00:42 PM | Ask10:00:42 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.050EUR | +8.70% | - Bid Size: - |
- Ask Size: - |
Ford Motor Company | 15.00 USD | 2024-06-21 | Call |
Master data
WKN: | VD2N7Z |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 15.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-03-22 |
Last trading day: | 2024-06-21 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 213.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.31 |
Parity: | -2.39 |
Time value: | 0.05 |
Break-even: | 13.99 |
Moneyness: | 0.83 |
Premium: | 0.21 |
Premium p.a.: | 3.30 |
Spread abs.: | 0.01 |
Spread %: | 22.73% |
Delta: | 0.08 |
Theta: | 0.00 |
Omega: | 18.07 |
Rho: | 0.00 |
Quote data
Open: | 0.050 |
---|---|
High: | 0.050 |
Low: | 0.050 |
Previous Close: | 0.046 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -54.96% | ||
---|---|---|---|
1 Month | -86.11% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - |
1W High / 1W Low: | 0.080 | 0.046 |
---|---|---|
1M High / 1M Low: | 0.360 | 0.046 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.058 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.159 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 373.30% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |