BVT Call 12 F 20.09.2024/ DE000VD0RCT9 /
2024-06-21 7:43:35 PM | Chg.+0.010 | Bid9:54:44 PM | Ask9:54:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.580EUR | +1.75% | - Bid Size: - |
- Ask Size: - |
Ford Motor Company | 12.00 USD | 2024-09-20 | Call |
Master data
WKN: | VD0RCT |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Ford Motor Company |
Type: | Warrant |
Option type: | Call |
Strike price: | 12.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2024-02-22 |
Last trading day: | 2024-09-20 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 18.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.28 |
Historic volatility: | 0.29 |
Parity: | -0.15 |
Time value: | 0.59 |
Break-even: | 11.81 |
Moneyness: | 0.99 |
Premium: | 0.07 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.01 |
Spread %: | 1.72% |
Delta: | 0.51 |
Theta: | 0.00 |
Omega: | 9.66 |
Rho: | 0.01 |
Quote data
Open: | 0.640 |
---|---|
High: | 0.640 |
Low: | 0.580 |
Previous Close: | 0.570 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -1.69% | ||
---|---|---|---|
1 Month | -28.40% | ||
3 Months | -62.58% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.630 | 0.570 |
---|---|---|
1M High / 1M Low: | 1.000 | 0.570 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.602 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.736 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 204.50% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |