BVT Call 42 VZ 20.09.2024
/ DE000VM7NTZ3
BVT Call 42 VZ 20.09.2024/ DE000VM7NTZ3 /
29/08/2024 19:44:09 |
Chg.-0.007 |
Bid21:59:55 |
Ask21:59:55 |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-16.28% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
42.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7NTZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 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: |
71.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.20 |
Parity: |
-0.05 |
Time value: |
0.05 |
Break-even: |
38.27 |
Moneyness: |
0.99 |
Premium: |
0.03 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.01 |
Spread %: |
23.81% |
Delta: |
0.42 |
Theta: |
-0.02 |
Omega: |
30.34 |
Rho: |
0.01 |
Quote data
Open: |
0.039 |
High: |
0.046 |
Low: |
0.030 |
Previous Close: |
0.043 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+44.00% |
1 Month |
|
|
+9.09% |
3 Months |
|
|
-33.33% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.025 |
1M High / 1M Low: |
0.073 |
0.022 |
6M High / 6M Low: |
0.250 |
0.022 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.034 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.041 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.100 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
373.21% |
Volatility 6M: |
|
293.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |