BVT Call 10.82 FMC1 21.06.2024
/ DE000VM4DTK3
BVT Call 10.82 FMC1 21.06.2024/ DE000VM4DTK3 /
| 23/05/2024 20:03:33 |
Chg.0.000 |
Bid20:49:16 |
Ask20:49:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
0.00% |
0.410
Bid Size: 136,000 |
0.420
Ask Size: 136,000 |
FORD MOTOR D... |
10.82 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
24/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
25.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.30 |
| Parity: |
0.29 |
| Time value: |
0.15 |
| Break-even: |
11.26 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
7.32% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
18.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.410 |
| Previous Close: |
0.410 |
| Turnover: |
1,428 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.38% |
| 1 Month |
|
|
+5.13% |
| 3 Months |
|
|
+28.13% |
| YTD |
|
|
+32.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.410 |
| 1M High / 1M Low: |
0.420 |
0.380 |
| 6M High / 6M Low: |
0.420 |
0.178 |
| High (YTD): |
21/05/2024 |
0.420 |
| Low (YTD): |
18/01/2024 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
1,500 |
| Avg. price 1M: |
|
0.406 |
| Avg. volume 1M: |
|
5,319.048 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
3,605.484 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.10% |
| Volatility 6M: |
|
100.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
