BVT Call 32 VZ 20.09.2024
/ DE000VM3Q8Q3
BVT Call 32 VZ 20.09.2024/ DE000VM3Q8Q3 /
2024-07-26 1:53:55 PM |
Chg.+0.010 |
Bid3:02:32 PM |
Ask3:02:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
+1.32% |
0.760 Bid Size: 57,000 |
0.770 Ask Size: 57,000 |
Verizon Communicatio... |
32.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3Q8Q |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.42 |
Historic volatility: |
0.20 |
Parity: |
0.73 |
Time value: |
0.04 |
Break-even: |
37.19 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
1.32% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
4.43 |
Rho: |
0.04 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.770 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-15.38% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
0.00% |
YTD |
|
|
+37.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.690 |
1M High / 1M Low: |
0.970 |
0.690 |
6M High / 6M Low: |
1.020 |
0.680 |
High (YTD): |
2024-01-31 |
1.020 |
Low (YTD): |
2024-01-02 |
0.670 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.760 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.851 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.817 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
111.34% |
Volatility 6M: |
|
81.26% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |