BVT Call 36 VZ 20.09.2024
/ DE000VM3Q8J8
BVT Call 36 VZ 20.09.2024/ DE000VM3Q8J8 /
| 2024-07-25 8:37:33 AM |
Chg.+0.070 |
Bid11:42:04 AM |
Ask11:42:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+22.58% |
0.380
Bid Size: 38,000 |
0.400
Ask Size: 38,000 |
Verizon Communicatio... |
36.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.37 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.34 |
| Time value: |
0.06 |
| Break-even: |
37.22 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
7.55 |
| Rho: |
0.04 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.67% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-7.32% |
| YTD |
|
|
+26.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.310 |
| 1M High / 1M Low: |
0.610 |
0.310 |
| 6M High / 6M Low: |
0.690 |
0.310 |
| High (YTD): |
2024-02-02 |
0.690 |
| Low (YTD): |
2024-07-24 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.490 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.43% |
| Volatility 6M: |
|
139.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
