BVT Call 37 VZ 20.09.2024
/ DE000VM3VR15
BVT Call 37 VZ 20.09.2024/ DE000VM3VR15 /
2024-05-24 8:49:35 AM |
Chg.-0.030 |
Bid9:10:26 AM |
Ask9:10:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.300EUR |
-9.09% |
0.300 Bid Size: 44,000 |
0.310 Ask Size: 44,000 |
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: |
11.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.22 |
Implied volatility: |
0.19 |
Historic volatility: |
0.22 |
Parity: |
0.22 |
Time value: |
0.10 |
Break-even: |
37.42 |
Moneyness: |
1.07 |
Premium: |
0.03 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
3.23% |
Delta: |
0.78 |
Theta: |
-0.01 |
Omega: |
8.85 |
Rho: |
0.08 |
Quote data
Open: |
0.300 |
High: |
0.300 |
Low: |
0.300 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.05% |
1 Month |
|
|
-18.92% |
3 Months |
|
|
-34.78% |
YTD |
|
|
+20.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.380 |
0.320 |
1M High / 1M Low: |
0.400 |
0.300 |
6M High / 6M Low: |
0.620 |
0.222 |
High (YTD): |
2024-01-30 |
0.620 |
Low (YTD): |
2024-05-06 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.350 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.352 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.393 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.92% |
Volatility 6M: |
|
147.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |