BVT Call 10.82 FMC1 21.06.2024
/ DE000VM4DTK3
BVT Call 10.82 FMC1 21.06.2024/ DE000VM4DTK3 /
| 2024-05-10 8:01:07 PM |
Chg.0.000 |
Bid9:14:22 AM |
Ask9:14:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
0.00% |
0.390
Bid Size: 36,000 |
0.400
Ask Size: 36,000 |
FORD MOTOR D... |
10.82 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM4DTK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.82 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.31 |
| Parity: |
0.31 |
| Time value: |
0.13 |
| Break-even: |
11.26 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.05 |
| Spread %: |
12.82% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
19.07 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.390 |
| Turnover: |
1,200 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.88% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
+18.18% |
| YTD |
|
|
+25.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.390 |
| 1M High / 1M Low: |
0.420 |
0.330 |
| 6M High / 6M Low: |
0.420 |
0.170 |
| High (YTD): |
2024-04-26 |
0.420 |
| Low (YTD): |
2024-01-18 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
12,900 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
6,550 |
| Avg. price 6M: |
|
0.306 |
| Avg. volume 6M: |
|
3,563.952 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.59% |
| Volatility 6M: |
|
106.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
