BVT Call 41 VZ 20.09.2024
/ DE000VM7NTU4
BVT Call 41 VZ 20.09.2024/ DE000VM7NTU4 /
| 29/08/2024 19:53:27 |
Chg.-0.007 |
Bid21:59:56 |
Ask21:59:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-7.45% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
41.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NTU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 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: |
35.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.20 |
| Parity: |
0.04 |
| Time value: |
0.06 |
| Break-even: |
37.90 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
10.64% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
22.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.090 |
| High: |
0.100 |
| Low: |
0.073 |
| Previous Close: |
0.094 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.00% |
| 1 Month |
|
|
+29.85% |
| 3 Months |
|
|
-27.50% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.094 |
0.075 |
| 1M High / 1M Low: |
0.115 |
0.049 |
| 6M High / 6M Low: |
0.310 |
0.044 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.084 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.138 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
316.40% |
| Volatility 6M: |
|
262.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
