BVT Put 40 VZ 20.09.2024/ DE000VM728Z3 /
2024-07-24 7:41:05 PM | Chg.-0.029 | Bid8:48:17 AM | Ask8:48:17 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.095EUR | -23.39% | 0.101 Bid Size: 42,000 |
0.111 Ask Size: 42,000 |
Verizon Communicatio... | 40.00 USD | 2024-09-20 | 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: | 2024-09-20 |
Issue date: | 2024-01-08 |
Last trading day: | 2024-09-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -23.90 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.10 |
Implied volatility: | 0.18 |
Historic volatility: | 0.20 |
Parity: | 0.10 |
Time value: | 0.05 |
Break-even: | 35.37 |
Moneyness: | 1.03 |
Premium: | 0.01 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.01 |
Spread %: | 7.14% |
Delta: | -0.61 |
Theta: | -0.01 |
Omega: | -14.52 |
Rho: | -0.04 |
Quote data
Open: | 0.138 |
---|---|
High: | 0.138 |
Low: | 0.095 |
Previous Close: | 0.124 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | +93.88% | ||
---|---|---|---|
1 Month | -15.93% | ||
3 Months | -55.61% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.127 | 0.049 |
---|---|---|
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: | 0.092 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.089 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.172 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 407.53% | |
Volatility 6M: | 218.94% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |