BVT Call 39 VZ 17.01.2025
/ DE000VD23PH0
BVT Call 39 VZ 17.01.2025/ DE000VD23PH0 /
| 16/07/2024 08:57:25 |
Chg.-0.050 |
Bid12:28:44 |
Ask12:28:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-12.82% |
0.350
Bid Size: 48,000 |
0.360
Ask Size: 48,000 |
Verizon Communicatio... |
39.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VD23PH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
02/04/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.16 |
| Time value: |
0.19 |
| Break-even: |
39.29 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.69 |
| Theta: |
-0.01 |
| Omega: |
7.39 |
| Rho: |
0.11 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.56% |
| 1 Month |
|
|
+25.93% |
| 3 Months |
|
|
-8.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.350 |
| 1M High / 1M Low: |
0.390 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
