BVT Put 40 VZ 20.09.2024/ DE000VM728Z3 /
26/06/2024 19:41:56 | Chg.-0.003 | Bid21:59:53 | Ask21:59:53 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.110EUR | -2.65% | - Bid Size: - |
- Ask Size: - |
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: | -32.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.10 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.22 |
Parity: | -0.10 |
Time value: | 0.12 |
Break-even: | 36.18 |
Moneyness: | 0.97 |
Premium: | 0.06 |
Premium p.a.: | 0.26 |
Spread abs.: | 0.01 |
Spread %: | 9.35% |
Delta: | -0.36 |
Theta: | -0.01 |
Omega: | -11.79 |
Rho: | -0.04 |
Quote data
Open: | 0.109 |
---|---|
High: | 0.117 |
Low: | 0.109 |
Previous Close: | 0.113 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | -27.15% | ||
---|---|---|---|
1 Month | -36.05% | ||
3 Months | -42.41% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.156 | 0.110 |
---|---|---|
1M High / 1M Low: | 0.200 | 0.102 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.135 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.144 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 215.05% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |