BVT Call 11.82 F 21.06.2024
/ DE000VM05S79
BVT Call 11.82 F 21.06.2024/ DE000VM05S79 /
| 24/05/2024 20:02:21 |
Chg.+0.010 |
Bid21:59:34 |
Ask21:59:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+1.96% |
-
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: |
20.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.31 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.30 |
| Parity: |
0.31 |
| Time value: |
0.23 |
| Break-even: |
11.44 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
13.92 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.490 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.39% |
| 1 Month |
|
|
-55.56% |
| 3 Months |
|
|
-41.57% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.470 |
| 1M High / 1M Low: |
1.170 |
0.470 |
| 6M High / 6M Low: |
1.860 |
0.390 |
| High (YTD): |
03/04/2024 |
1.860 |
| Low (YTD): |
22/05/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.710 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.942 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.89% |
| Volatility 6M: |
|
251.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
