BVT Call 10.82 FMC1 21.06.2024
/ DE000VM4DTK3
BVT Call 10.82 FMC1 21.06.2024/ DE000VM4DTK3 /
| 2024-05-27 8:12:00 AM |
Chg.0.000 |
Bid9:10:03 AM |
Ask9:10:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.420
Bid Size: 34,000 |
0.430
Ask Size: 34,000 |
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: |
25.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.30 |
| Parity: |
0.39 |
| Time value: |
0.05 |
| Break-even: |
11.26 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
4.76% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
22.52 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.33% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+31.25% |
| YTD |
|
|
+35.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.410 |
| 1M High / 1M Low: |
0.430 |
0.380 |
| 6M High / 6M Low: |
0.430 |
0.180 |
| High (YTD): |
2024-05-20 |
0.430 |
| Low (YTD): |
2024-01-18 |
0.196 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
370 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
707.895 |
| Avg. price 6M: |
|
0.326 |
| Avg. volume 6M: |
|
2,655.516 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.61% |
| Volatility 6M: |
|
90.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
