BVT Call 36 VZ 21.06.2024
/ DE000VU9RBB9
BVT Call 36 VZ 21.06.2024/ DE000VU9RBB9 /
| 2024-06-12 8:57:37 AM |
Chg.0.000 |
Bid8:56:30 PM |
Ask8:56:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
0.00% |
0.350
Bid Size: 141,000 |
0.360
Ask Size: 141,000 |
Verizon Communicatio... |
36.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9RBB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.41 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.22 |
| Parity: |
0.41 |
| Time value: |
0.02 |
| Break-even: |
37.82 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
7.94 |
| Rho: |
0.01 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.75% |
| 1 Month |
|
|
+10.53% |
| 3 Months |
|
|
-2.33% |
| YTD |
|
|
+61.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.420 |
| 1M High / 1M Low: |
0.530 |
0.290 |
| 6M High / 6M Low: |
0.660 |
0.240 |
| High (YTD): |
2024-02-02 |
0.660 |
| Low (YTD): |
2024-05-30 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.432 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.16% |
| Volatility 6M: |
|
171.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
