BVT Call 37 VZ 20.09.2024
/ DE000VM3VR15
BVT Call 37 VZ 20.09.2024/ DE000VM3VR15 /
| 2024-07-26 4:46:04 PM |
Chg.0.000 |
Bid5:09:07 PM |
Ask5:09:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
0.00% |
0.320
Bid Size: 155,000 |
0.330
Ask Size: 155,000 |
Verizon Communicatio... |
37.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3VR1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.27 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.27 |
| Time value: |
0.07 |
| Break-even: |
37.50 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
8.58 |
| Rho: |
0.04 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.79% |
| 1 Month |
|
|
-17.50% |
| 3 Months |
|
|
-10.81% |
| YTD |
|
|
+37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.260 |
| 1M High / 1M Low: |
0.530 |
0.260 |
| 6M High / 6M Low: |
0.610 |
0.260 |
| High (YTD): |
2024-02-01 |
0.610 |
| Low (YTD): |
2024-07-23 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.409 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.407 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.95% |
| Volatility 6M: |
|
144.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
