BVT Put 12.5 FMC1 20.12.2024
/ DE000VD21MW0
BVT Put 12.5 FMC1 20.12.2024/ DE000VD21MW0 /
| 2024-04-26 8:44:15 AM |
Chg.+0.02 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.07EUR |
+1.90% |
-
Bid Size: - |
-
Ask Size: - |
FORD MOTOR D... |
12.50 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21MW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
12.50 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.21 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.31 |
| Time value: |
0.85 |
| Break-even: |
11.34 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
-0.45 |
| Theta: |
0.00 |
| Omega: |
-4.75 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.07 |
| High: |
1.07 |
| Low: |
1.07 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.97% |
| 1 Month |
|
|
+5.94% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.05 |
| 1M High / 1M Low: |
1.55 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
