BVT Call 42 VZ 17.01.2025/  DE000VD24UU1  /

Frankfurt Zert./VONT
2024-07-05  7:54:58 PM Chg.+0.002 Bid9:02:30 PM Ask9:02:30 PM Underlying Strike price Expiration date Option type
0.128EUR +1.59% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 42.00 USD 2025-01-17 Call
 

Master data

WKN: VD24UU
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: 2024-04-03
Last trading day: 2025-01-17
Ratio: 5:1
Exercise type: European
Quanto: No
Gearing: 55.99
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.00
Implied volatility: 0.06
Historic volatility: 0.22
Parity: -0.13
Time value: 0.14
Break-even: 39.43
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 7.94%
Delta: 0.53
Theta: 0.00
Omega: 29.43
Rho: 0.10
 

Quote data

Open: 0.126
High: 0.128
Low: 0.122
Previous Close: 0.126
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -7.25%
3 Months
  -20.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.138 0.118
1M High / 1M Low: 0.138 0.088
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.127
Avg. volume 1W:   0.000
Avg. price 1M:   0.116
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -