BVT Put 11.5 F 20.09.2024
/ DE000VD0FH27
BVT Put 11.5 F 20.09.2024/ DE000VD0FH27 /
| 06/06/2024 08:52:11 |
Chg.+0.010 |
Bid21:20:19 |
Ask21:20:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+2.00% |
0.500
Bid Size: 92,000 |
0.510
Ask Size: 92,000 |
Ford Motor Company |
11.50 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VD0FH2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ford Motor Company |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-21.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.29 |
| Parity: |
-0.52 |
| Time value: |
0.51 |
| Break-even: |
10.07 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
-0.34 |
| Theta: |
0.00 |
| Omega: |
-7.39 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-7.27% |
| 3 Months |
|
|
-21.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.470 |
| 1M High / 1M Low: |
0.680 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
