BVT Call 40 VZ 20.12.2024
/ DE000VD3YFV8
BVT Call 40 VZ 20.12.2024/ DE000VD3YFV8 /
| 07/11/2024 19:44:44 |
Chg.-0.029 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
-16.67% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
40.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3YFV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
12/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.11 |
| Time value: |
0.08 |
| Break-even: |
39.15 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
5.62% |
| Delta: |
0.67 |
| Theta: |
-0.01 |
| Omega: |
13.76 |
| Rho: |
0.03 |
Quote data
| Open: |
0.182 |
| High: |
0.184 |
| Low: |
0.145 |
| Previous Close: |
0.174 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.39% |
| 1 Month |
|
|
-61.84% |
| 3 Months |
|
|
-36.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.221 |
0.145 |
| 1M High / 1M Low: |
0.430 |
0.145 |
| 6M High / 6M Low: |
0.480 |
0.145 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.181 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.292 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.276 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.31% |
| Volatility 6M: |
|
200.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
