BVT Call 32 VZ 21.06.2024
/ DE000VU93LR5
BVT Call 32 VZ 21.06.2024/ DE000VU93LR5 /
| 2024-05-24 8:41:30 AM |
Chg.-0.030 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-4.11% |
-
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: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.26% |
| 1 Month |
|
|
-4.11% |
| 3 Months |
|
|
-15.66% |
| YTD |
|
|
+29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.700 |
| 1M High / 1M Low: |
0.810 |
0.670 |
| 6M High / 6M Low: |
1.020 |
0.510 |
| High (YTD): |
2024-01-30 |
1.020 |
| Low (YTD): |
2024-01-02 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.736 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.742 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.50% |
| Volatility 6M: |
|
95.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
