BVT Call 37 VZ 18.10.2024
/ DE000VD24UM8
BVT Call 37 VZ 18.10.2024/ DE000VD24UM8 /
| 7/25/2024 4:58:12 PM |
Chg.+0.020 |
Bid6:35:06 PM |
Ask6:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+7.69% |
0.280
Bid Size: 105,000 |
0.290
Ask Size: 105,000 |
Verizon Communicatio... |
37.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
VD24UM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/3/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
27.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
0.49 |
| Time value: |
-0.22 |
| Break-even: |
35.49 |
| Moneyness: |
1.07 |
| Premium: |
-0.03 |
| Premium p.a.: |
-0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.250 |
| High: |
0.280 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.68% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.230 |
| 1M High / 1M Low: |
0.310 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
