BVT Call 32 VZ 21.06.2024
/ DE000VU93LR5
BVT Call 32 VZ 21.06.2024/ DE000VU93LR5 /
2024-05-24 7:45:05 PM |
Chg.+0.030 |
Bid9:54:35 PM |
Ask9:54:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+4.35% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
32.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU93LR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
32.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-19 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.69 |
Implied volatility: |
0.51 |
Historic volatility: |
0.22 |
Parity: |
0.69 |
Time value: |
0.02 |
Break-even: |
36.70 |
Moneyness: |
1.23 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.43% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
4.83 |
Rho: |
0.02 |
Quote data
Open: |
0.700 |
High: |
0.720 |
Low: |
0.700 |
Previous Close: |
0.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.49% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-13.25% |
YTD |
|
|
+35.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.770 |
0.690 |
1M High / 1M Low: |
0.810 |
0.670 |
6M High / 6M Low: |
1.010 |
0.480 |
High (YTD): |
2024-01-31 |
1.010 |
Low (YTD): |
2024-01-11 |
0.650 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.738 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.741 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.749 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
72.85% |
Volatility 6M: |
|
97.23% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |