BVT Call 40 VZ 17.01.2025
/ DE000VD23N81
BVT Call 40 VZ 17.01.2025/ DE000VD23N81 /
| 2024-07-24 7:54:19 PM |
Chg.+0.033 |
Bid9:46:30 AM |
Ask9:46:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.209EUR |
+18.75% |
0.202
Bid Size: 61,000 |
0.212
Ask Size: 61,000 |
Verizon Communicatio... |
40.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD23N8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.20 |
| Parity: |
-0.10 |
| Time value: |
0.17 |
| Break-even: |
38.57 |
| Moneyness: |
0.97 |
| Premium: |
0.08 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
10.42 |
| Rho: |
0.08 |
Quote data
| Open: |
0.162 |
| High: |
0.209 |
| Low: |
0.162 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.00% |
| 1 Month |
|
|
-22.59% |
| 3 Months |
|
|
-12.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.176 |
| 1M High / 1M Low: |
0.380 |
0.176 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
