BVT Call 40 VZ 20.09.2024
/ DE000VM7NTN9
BVT Call 40 VZ 20.09.2024/ DE000VM7NTN9 /
2024-08-28 7:47:31 PM |
Chg.+0.022 |
Bid9:59:48 PM |
Ask9:59:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.165EUR |
+15.38% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
40.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7NTN |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
21.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.16 |
Intrinsic value: |
0.13 |
Implied volatility: |
0.23 |
Historic volatility: |
0.20 |
Parity: |
0.13 |
Time value: |
0.04 |
Break-even: |
37.49 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.75 |
Theta: |
-0.02 |
Omega: |
16.44 |
Rho: |
0.02 |
Quote data
Open: |
0.161 |
High: |
0.173 |
Low: |
0.159 |
Previous Close: |
0.143 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+27.91% |
1 Month |
|
|
+41.03% |
3 Months |
|
|
+34.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.156 |
0.115 |
1M High / 1M Low: |
0.182 |
0.095 |
6M High / 6M Low: |
0.370 |
0.078 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.137 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.189 |
Avg. volume 6M: |
|
78.740 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.47% |
Volatility 6M: |
|
229.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |