BVT Call 34 VZ 21.06.2024
/ DE000VU91919
BVT Call 34 VZ 21.06.2024/ DE000VU91919 /
| 2024-05-24 8:59:18 AM |
Chg.-0.030 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
34.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9191 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.53 |
| Time value: |
0.02 |
| Break-even: |
36.84 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
6.22 |
| Rho: |
0.02 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.56% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
-22.73% |
| YTD |
|
|
+30.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
0.630 |
0.490 |
| 6M High / 6M Low: |
0.840 |
0.360 |
| High (YTD): |
2024-01-31 |
0.840 |
| Low (YTD): |
2024-04-23 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.558 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.583 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.48% |
| Volatility 6M: |
|
117.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
