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: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.22 |
| Parity: |
0.71 |
| Time value: |
0.02 |
| Break-even: |
36.80 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| 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 |
|
|
+2.86% |
| 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: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.750 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.72% |
| Volatility 6M: |
|
97.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
