BVT Call 39 VZ 20.09.2024
/ DE000VM7NTT6
BVT Call 39 VZ 20.09.2024/ DE000VM7NTT6 /
28/08/2024 20:01:14 |
Chg.+0.020 |
Bid21:43:11 |
Ask21:43:11 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
+9.09% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
39.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7NTT |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
39.00 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: |
14.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.27 |
Historic volatility: |
0.20 |
Parity: |
0.22 |
Time value: |
0.03 |
Break-even: |
37.39 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
12.36 |
Rho: |
0.02 |
Quote data
Open: |
0.250 |
High: |
0.260 |
Low: |
0.240 |
Previous Close: |
0.220 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+30.43% |
1 Month |
|
|
+47.24% |
3 Months |
|
|
+51.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.240 |
0.184 |
1M High / 1M Low: |
0.250 |
0.158 |
6M High / 6M Low: |
0.430 |
0.125 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.246 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
200.05% |
Volatility 6M: |
|
195.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |