BVT Call 46 VZ 20.09.2024
/ DE000VM82162
BVT Call 46 VZ 20.09.2024/ DE000VM82162 /
25/07/2024 10:23:47 |
Chg.-0.001 |
Bid10:23:47 |
Ask10:23:47 |
Underlying |
Strike price |
Expiration date |
Option type |
0.003EUR |
-25.00% |
0.003 Bid Size: 70,000 |
0.020 Ask Size: 70,000 |
Verizon Communicatio... |
46.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM8216 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
25/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
183.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.20 |
Parity: |
-0.58 |
Time value: |
0.02 |
Break-even: |
42.64 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
1.66 |
Spread abs.: |
0.02 |
Spread %: |
566.67% |
Delta: |
0.11 |
Theta: |
-0.01 |
Omega: |
19.75 |
Rho: |
0.01 |
Quote data
Open: |
0.003 |
High: |
0.003 |
Low: |
0.003 |
Previous Close: |
0.004 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-90.32% |
1 Month |
|
|
-82.35% |
3 Months |
|
|
-86.36% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.031 |
0.003 |
1M High / 1M Low: |
0.031 |
0.003 |
6M High / 6M Low: |
0.125 |
0.003 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.012 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.016 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.041 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
492.09% |
Volatility 6M: |
|
318.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |