BVT Call 34 VZ 20.09.2024
/ DE000VM3Q8T7
BVT Call 34 VZ 20.09.2024/ DE000VM3Q8T7 /
| 30/07/2024 08:38:17 |
Chg.-0.010 |
Bid13:00:07 |
Ask13:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.600
Bid Size: 36,000 |
0.620
Ask Size: 36,000 |
Verizon Communicatio... |
34.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3Q8T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 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: |
6.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.20 |
| Parity: |
0.56 |
| Time value: |
0.04 |
| Break-even: |
37.43 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
5.54 |
| Rho: |
0.04 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.69% |
| 1 Month |
|
|
-9.23% |
| 3 Months |
|
|
-4.84% |
| YTD |
|
|
+40.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.480 |
| 1M High / 1M Low: |
0.790 |
0.480 |
| 6M High / 6M Low: |
0.850 |
0.480 |
| High (YTD): |
02/02/2024 |
0.850 |
| Low (YTD): |
24/07/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.548 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.668 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.646 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.05% |
| Volatility 6M: |
|
110.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
