BVT Call 42 VZ 20.12.2024
/ DE000VD3R7T7
BVT Call 42 VZ 20.12.2024/ DE000VD3R7T7 /
16/08/2024 16:56:31 |
Chg.+0.005 |
Bid17:57:59 |
Ask17:57:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+5.26% |
0.101 Bid Size: 250,000 |
0.111 Ask Size: 250,000 |
Verizon Communicatio... |
42.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
VD3R7T |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
10/04/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.43 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.20 |
Parity: |
-0.18 |
Time value: |
0.11 |
Break-even: |
39.34 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.01 |
Spread %: |
10.42% |
Delta: |
0.40 |
Theta: |
-0.01 |
Omega: |
13.61 |
Rho: |
0.05 |
Quote data
Open: |
0.103 |
High: |
0.103 |
Low: |
0.097 |
Previous Close: |
0.095 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.93% |
1 Month |
|
|
-47.09% |
3 Months |
|
|
-35.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.135 |
0.095 |
1M High / 1M Low: |
0.240 |
0.084 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.136 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |