BVT Call 32 VZ 20.09.2024
/ DE000VM3Q8Q3
BVT Call 32 VZ 20.09.2024/ DE000VM3Q8Q3 /
| 20/06/2024 08:38:45 |
Chg.0.000 |
Bid12:44:45 |
Ask12:44:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
0.00% |
0.770
Bid Size: 36,000 |
0.790
Ask Size: 36,000 |
Verizon Communicatio... |
32.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3Q8Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
0.75 |
| Time value: |
0.04 |
| Break-even: |
37.68 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
4.50 |
| Rho: |
0.07 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.770 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+1.32% |
| YTD |
|
|
+37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.710 |
| 1M High / 1M Low: |
0.900 |
0.670 |
| 6M High / 6M Low: |
1.020 |
0.530 |
| High (YTD): |
04/04/2024 |
1.020 |
| Low (YTD): |
02/01/2024 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.738 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.780 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.796 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.68% |
| Volatility 6M: |
|
93.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
