BVT Call 33 VZ 20.09.2024
/ DE000VM3Q8L4
BVT Call 33 VZ 20.09.2024/ DE000VM3Q8L4 /
| 30/07/2024 08:38:17 |
Chg.-0.010 |
Bid17:12:37 |
Ask17:12:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-1.45% |
0.680
Bid Size: 142,000 |
0.690
Ask Size: 142,000 |
Verizon Communicatio... |
33.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3Q8L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.20 |
| Parity: |
0.65 |
| Time value: |
0.04 |
| Break-even: |
37.40 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.89 |
| Rho: |
0.04 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
-8.11% |
| 3 Months |
|
|
-4.23% |
| YTD |
|
|
+38.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.560 |
| 1M High / 1M Low: |
0.880 |
0.560 |
| 6M High / 6M Low: |
0.940 |
0.560 |
| High (YTD): |
30/01/2024 |
0.940 |
| Low (YTD): |
24/07/2024 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.636 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.732 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.26% |
| Volatility 6M: |
|
101.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
