BVT Put 40 VZ 20.09.2024/ DE000VM728Z3 /
26/07/2024 19:44:50 | Chg.0.000 | Bid20:19:44 | Ask20:19:44 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.081EUR | 0.00% | 0.080 Bid Size: 250,000 |
0.090 Ask Size: 250,000 |
Verizon Communicatio... | 40.00 USD | 20/09/2024 | Put |
Master data
WKN: | VM728Z |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Verizon Communications Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 USD |
Maturity: | 20/09/2024 |
Issue date: | 08/01/2024 |
Last trading day: | 20/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -37.57 |
Leverage: | Yes |
Calculated values
Fair value: | 0.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.20 |
Parity: | 0.00 |
Time value: | 0.09 |
Break-even: | 35.88 |
Moneyness: | 1.00 |
Premium: | 0.03 |
Premium p.a.: | 0.18 |
Spread abs.: | 0.01 |
Spread %: | 11.36% |
Delta: | -0.46 |
Theta: | -0.01 |
Omega: | -17.36 |
Rho: | -0.03 |
Quote data
Open: | 0.082 |
---|---|
High: | 0.086 |
Low: | 0.081 |
Previous Close: | 0.081 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +22.73% | ||
---|---|---|---|
1 Month | -26.36% | ||
3 Months | -57.14% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.127 | 0.066 |
---|---|---|
1M High / 1M Low: | 0.127 | 0.049 |
6M High / 6M Low: | 0.270 | 0.049 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.099 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.088 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.172 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 411.21% | |
Volatility 6M: | 219.67% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |