BVT Put 34 BAC 20.12.2024/  DE000VD3VYZ6  /

Frankfurt Zert./VONT
05/07/2024  19:44:09 Chg.-0.006 Bid21:58:28 Ask21:58:28 Underlying Strike price Expiration date Option type
0.036EUR -14.29% -
Bid Size: -
-
Ask Size: -
VERIZON COMM. INC. D... 34.00 - 20/12/2024 Put
 

Master data

WKN: VD3VYZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: VERIZON COMM. INC. DL-,10
Type: Warrant
Option type: Put
Strike price: 34.00 -
Maturity: 20/12/2024
Issue date: 11/04/2024
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -82.77
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.22
Parity: -0.41
Time value: 0.05
Break-even: 33.54
Moneyness: 0.89
Premium: 0.12
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 27.78%
Delta: -0.16
Theta: 0.00
Omega: -12.97
Rho: -0.03
 

Quote data

Open: 0.041
High: 0.042
Low: 0.036
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.034
1M High / 1M Low: 0.065 0.034
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -