BVT Call 11.82 F 21.06.2024
/ DE000VM05S79
BVT Call 11.82 F 21.06.2024/ DE000VM05S79 /
| 10/05/2024 20:01:24 |
Chg.-0.080 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-12.90% |
-
Bid Size: - |
-
Ask Size: - |
Ford Motor Company |
11.82 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
14/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.31 |
| Parity: |
0.16 |
| Time value: |
0.39 |
| Break-even: |
11.52 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
12.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.650 |
| High: |
0.660 |
| Low: |
0.540 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.94% |
| 1 Month |
|
|
-52.63% |
| 3 Months |
|
|
-62.50% |
| YTD |
|
|
-53.85% |
| 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): |
03/04/2024 |
1.860 |
| Low (YTD): |
18/01/2024 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.674 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.922 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.927 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
268.37% |
| Volatility 6M: |
|
247.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
