BVT Call 41 BAC 18.10.2024
/ DE000VD23N57
BVT Call 41 BAC 18.10.2024/ DE000VD23N57 /
| 2024-07-25 5:04:38 PM |
Chg.+0.037 |
Bid6:35:06 PM |
Ask6:35:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.127EUR |
+41.11% |
0.105
Bid Size: 250,000 |
0.115
Ask Size: 250,000 |
VERIZON COMM. INC. D... |
41.00 - |
2024-10-18 |
Call |
Master data
| WKN: |
VD23N5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VERIZON COMM. INC. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 - |
| Maturity: |
2024-10-18 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-10-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
37.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.20 |
| Parity: |
-0.44 |
| Time value: |
0.10 |
| Break-even: |
41.98 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
11.36% |
| Delta: |
0.29 |
| Theta: |
-0.01 |
| Omega: |
10.69 |
| Rho: |
0.02 |
Quote data
| Open: |
0.086 |
| High: |
0.127 |
| Low: |
0.086 |
| Previous Close: |
0.090 |
| Turnover: |
127 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.20% |
| 1 Month |
|
|
-16.45% |
| 3 Months |
|
|
-10.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.068 |
| 1M High / 1M Low: |
0.250 |
0.068 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
4,160 |
| Avg. price 1M: |
|
0.163 |
| Avg. volume 1M: |
|
3,804.500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
310.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
