BVT Call 42 VZ 17.01.2025
/ DE000VD23PG2
BVT Call 42 VZ 17.01.2025/ DE000VD23PG2 /
| 2024-06-27 10:24:12 AM |
Chg.+0.002 |
Bid12:06:26 PM |
Ask12:06:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
+1.11% |
0.187
Bid Size: 70,000 |
0.197
Ask Size: 70,000 |
Verizon Communicatio... |
42.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VD23PG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 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: |
20.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.22 |
| Parity: |
-0.09 |
| Time value: |
0.19 |
| Break-even: |
41.24 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
5.52% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
10.37 |
| Rho: |
0.10 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.180 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+19.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.147 |
| 1M High / 1M Low: |
0.225 |
0.127 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.171 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
195.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
