BVT Call 37 VZ 20.09.2024
/ DE000VM3VR15
BVT Call 37 VZ 20.09.2024/ DE000VM3VR15 /
| 2024-05-23 7:46:50 PM |
Chg.-0.040 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
-11.76% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
37.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3VR1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
0.26 |
| Time value: |
0.08 |
| Break-even: |
37.58 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
3.03% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
8.79 |
| Rho: |
0.09 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.300 |
| Previous Close: |
0.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.92% |
| 1 Month |
|
|
-21.05% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+25.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.320 |
| 1M High / 1M Low: |
0.400 |
0.290 |
| 6M High / 6M Low: |
0.610 |
0.206 |
| High (YTD): |
2024-02-01 |
0.610 |
| Low (YTD): |
2024-05-03 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.352 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.58% |
| Volatility 6M: |
|
152.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
