BVT Call 38 VZ 20.09.2024
/ DE000VM7NTS8
BVT Call 38 VZ 20.09.2024/ DE000VM7NTS8 /
| 25/07/2024 08:47:03 |
Chg.+0.064 |
Bid19:46:20 |
Ask19:46:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.223EUR |
+40.25% |
0.250
Bid Size: 172,000 |
0.260
Ask Size: 172,000 |
Verizon Communicatio... |
38.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.08 |
| Break-even: |
37.42 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
4.42% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
11.12 |
| Rho: |
0.04 |
Quote data
| Open: |
0.223 |
| High: |
0.223 |
| Low: |
0.223 |
| Previous Close: |
0.159 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.14% |
| 1 Month |
|
|
-32.42% |
| 3 Months |
|
|
-20.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.159 |
| 1M High / 1M Low: |
0.440 |
0.159 |
| 6M High / 6M Low: |
0.540 |
0.159 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.339 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.345 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.54% |
| Volatility 6M: |
|
177.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
