BVT Call 37 VZ 20.09.2024
/ DE000VM3VR15
BVT Call 37 VZ 20.09.2024/ DE000VM3VR15 /
| 6/21/2024 10:17:20 AM |
Chg.-0.010 |
Bid12:41:49 PM |
Ask12:41:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-2.78% |
0.360
Bid Size: 42,000 |
0.370
Ask Size: 42,000 |
Verizon Communicatio... |
37.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
0.30 |
| Time value: |
0.06 |
| Break-even: |
38.16 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
8.94 |
| Rho: |
0.07 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.350 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.90% |
| 1 Month |
|
|
+9.38% |
| 3 Months |
|
|
-14.63% |
| YTD |
|
|
+45.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.290 |
| 1M High / 1M Low: |
0.460 |
0.280 |
| 6M High / 6M Low: |
0.610 |
0.230 |
| High (YTD): |
2/1/2024 |
0.610 |
| Low (YTD): |
5/29/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.354 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.400 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.03% |
| Volatility 6M: |
|
149.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
