BVT Call 11.82 F 21.06.2024
/ DE000VM05S79
BVT Call 11.82 F 21.06.2024/ DE000VM05S79 /
| 2024-05-13 10:33:11 AM |
Chg.+0.020 |
Bid10:37:20 AM |
Ask10:37:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
+3.70% |
0.550
Bid Size: 19,000 |
0.610
Ask Size: 19,000 |
Ford Motor Company |
11.82 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM05S7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.82 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.55 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.31 |
| Parity: |
0.16 |
| Time value: |
0.39 |
| Break-even: |
11.52 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
11.99 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.560 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.71% |
| 1 Month |
|
|
-50.88% |
| 3 Months |
|
|
-52.94% |
| YTD |
|
|
-52.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.540 |
| 1M High / 1M Low: |
1.340 |
0.540 |
| 6M High / 6M Low: |
1.860 |
0.340 |
| High (YTD): |
2024-04-03 |
1.860 |
| Low (YTD): |
2024-01-18 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.911 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.927 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
271.69% |
| Volatility 6M: |
|
247.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
