BVT Put 36 VZ 20.09.2024/ DE000VM7NTF5 /
26/07/2024 13:47:14 | Chg.+0.002 | Bid16:21:20 | Ask16:21:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.012EUR | +20.00% | 0.011 Bid Size: 250,000 |
0.021 Ask Size: 250,000 |
Verizon Communicatio... | 36.00 USD | 20/09/2024 | Put |
Master data
WKN: | VM7NTF |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Verizon Communications Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 36.00 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: | -160.07 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.20 |
Parity: | -0.36 |
Time value: | 0.02 |
Break-even: | 32.95 |
Moneyness: | 0.90 |
Premium: | 0.11 |
Premium p.a.: | 0.92 |
Spread abs.: | 0.01 |
Spread %: | 76.92% |
Delta: | -0.12 |
Theta: | -0.01 |
Omega: | -19.65 |
Rho: | -0.01 |
Quote data
Open: | 0.012 |
---|---|
High: | 0.012 |
Low: | 0.012 |
Previous Close: | 0.010 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -50.00% | ||
3 Months | -81.25% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.021 | 0.010 |
---|---|---|
1M High / 1M Low: | 0.027 | 0.008 |
6M High / 6M Low: | 0.120 | 0.008 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.015 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.017 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.062 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 408.83% | |
Volatility 6M: | 238.51% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |