BVT Put 11 FMC1 20.12.2024
/ DE000VD21MU4
BVT Put 11 FMC1 20.12.2024/ DE000VD21MU4 /
| 2024-05-10 7:53:58 PM |
Chg.+0.020 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+3.03% |
-
Bid Size: - |
-
Ask Size: - |
FORD MOTOR D... |
11.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21MU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
FORD MOTOR DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
11.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.31 |
| Parity: |
-0.13 |
| Time value: |
0.70 |
| Break-even: |
10.30 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
-0.39 |
| Theta: |
0.00 |
| Omega: |
-6.22 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.650 |
| High: |
0.680 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-11.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.630 |
| 1M High / 1M Low: |
0.870 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.712 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
