BVT Call 32 VZ 20.09.2024
/ DE000VM3Q8Q3
BVT Call 32 VZ 20.09.2024/ DE000VM3Q8Q3 /
| 8/14/2024 8:37:59 AM |
Chg.+0.010 |
Bid5:40:46 PM |
Ask5:40:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+1.23% |
0.830
Bid Size: 141,000 |
0.840
Ask Size: 141,000 |
Verizon Communicatio... |
32.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.20 |
| Parity: |
0.80 |
| Time value: |
0.03 |
| Break-even: |
37.40 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.16 |
| Rho: |
0.03 |
Quote data
| Open: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.810 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.13% |
| 1 Month |
|
|
-8.89% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+46.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.780 |
| 1M High / 1M Low: |
0.970 |
0.650 |
| 6M High / 6M Low: |
1.020 |
0.650 |
| High (YTD): |
4/4/2024 |
1.020 |
| Low (YTD): |
7/24/2024 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.810 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.808 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.74% |
| Volatility 6M: |
|
90.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
