BVT Call 39 VZ 20.06.2025
/ DE000VC0NLD4
BVT Call 39 VZ 20.06.2025/ DE000VC0NLD4 /
| 06/09/2024 08:41:54 |
Chg.-0.020 |
Bid20:36:17 |
Ask20:36:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-4.88% |
0.390
Bid Size: 196,000 |
0.400
Ask Size: 196,000 |
Verizon Communicatio... |
39.00 USD |
20/06/2025 |
Call |
Master data
| WKN: |
VC0NLD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
24/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.20 |
| Parity: |
0.21 |
| Time value: |
0.19 |
| Break-even: |
39.10 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.74 |
| Theta: |
-0.01 |
| Omega: |
6.87 |
| Rho: |
0.18 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.410 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.380 |
| 1M High / 1M Low: |
0.500 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.389 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
