BVT Call 39 VZ 18.10.2024
/ DE000VD23N65
BVT Call 39 VZ 18.10.2024/ DE000VD23N65 /
| 7/16/2024 8:57:25 AM |
Chg.-0.060 |
Bid1:30:10 PM |
Ask1:30:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-18.18% |
0.290
Bid Size: 73,000 |
0.300
Ask Size: 73,000 |
Verizon Communicatio... |
39.00 USD |
10/18/2024 |
Call |
Master data
| WKN: |
VD23N6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
10/18/2024 |
| Issue date: |
4/2/2024 |
| Last trading day: |
10/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.16 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.16 |
| Time value: |
0.13 |
| Break-even: |
38.69 |
| Moneyness: |
1.05 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
8.98 |
| Rho: |
0.06 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.330 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.00% |
| 1 Month |
|
|
+31.07% |
| 3 Months |
|
|
-15.63% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.280 |
| 1M High / 1M Low: |
0.330 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
