BVT Put 38 VZ 20.09.2024/ DE000VM7NTV2 /
| 2024-07-25 10:15:11 AM | Chg.+0.004 | Bid11:45:43 AM | Ask11:45:43 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.040EUR | +11.11% | 0.038 Bid Size: 70,000 |
0.048 Ask Size: 70,000 |
Verizon Communicatio... | 38.00 USD | 2024-09-20 | Put |
Master data
| WKN: | VM7NTV |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Verizon Communications Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 38.00 USD |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-01-02 |
| Last trading day: | 2024-09-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -74.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.20 |
| Parity: | -0.15 |
| Time value: | 0.05 |
| Break-even: | 34.57 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.01 |
| Spread %: | 25.64% |
| Delta: | -0.26 |
| Theta: | -0.01 |
| Omega: | -19.52 |
| Rho: | -0.02 |
Quote data
| Open: | 0.040 |
|---|---|
| High: | 0.040 |
| Low: | 0.040 |
| Previous Close: | 0.036 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +110.53% | ||
|---|---|---|---|
| 1 Month | -28.57% | ||
| 3 Months | -69.23% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.055 | 0.019 |
|---|---|---|
| 1M High / 1M Low: | 0.056 | 0.019 |
| 6M High / 6M Low: | 0.180 | 0.019 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.037 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.040 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.105 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 450.34% | |
| Volatility 6M: | 241.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
