BVT Call 38 VZ 20.09.2024
/ DE000VM7NTS8
BVT Call 38 VZ 20.09.2024/ DE000VM7NTS8 /
2024-08-28 7:44:29 PM |
Chg.+0.020 |
Bid9:58:53 PM |
Ask9:58:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+6.45% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
38.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7NTS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
38.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.34 |
Historic volatility: |
0.20 |
Parity: |
0.31 |
Time value: |
0.03 |
Break-even: |
37.40 |
Moneyness: |
1.09 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.86 |
Theta: |
-0.02 |
Omega: |
9.38 |
Rho: |
0.02 |
Quote data
Open: |
0.330 |
High: |
0.340 |
Low: |
0.330 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+22.22% |
1 Month |
|
|
+41.63% |
3 Months |
|
|
+52.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.270 |
1M High / 1M Low: |
0.330 |
0.233 |
6M High / 6M Low: |
0.500 |
0.190 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.284 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.314 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.45% |
Volatility 6M: |
|
167.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |