BVT Call 36 VZ 20.09.2024
/ DE000VM3Q8J8
BVT Call 36 VZ 20.09.2024/ DE000VM3Q8J8 /
| 16/08/2024 08:39:11 |
Chg.-0.070 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-14.58% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
36.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3Q8J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 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: |
8.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.20 |
| Parity: |
0.37 |
| Time value: |
0.04 |
| Break-even: |
36.91 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
7.63 |
| Rho: |
0.03 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.89% |
| 1 Month |
|
|
-14.58% |
| 3 Months |
|
|
-12.77% |
| YTD |
|
|
+36.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.450 |
| 1M High / 1M Low: |
0.610 |
0.310 |
| 6M High / 6M Low: |
0.670 |
0.310 |
| High (YTD): |
02/02/2024 |
0.690 |
| Low (YTD): |
24/07/2024 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.464 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.73% |
| Volatility 6M: |
|
141.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
