BVT Call 37 VZ 20.09.2024
/ DE000VM3VR15
BVT Call 37 VZ 20.09.2024/ DE000VM3VR15 /
| 21/06/2024 08:52:43 |
Chg.+0.020 |
Bid16:30:41 |
Ask16:30:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+5.88% |
0.350
Bid Size: 166,000 |
0.360
Ask Size: 166,000 |
Verizon Communicatio... |
37.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| 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: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.13% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-5.26% |
| YTD |
|
|
+44.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.290 |
| 1M High / 1M Low: |
0.470 |
0.270 |
| 6M High / 6M Low: |
0.620 |
0.222 |
| High (YTD): |
30/01/2024 |
0.620 |
| Low (YTD): |
30/05/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.357 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.405 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.08% |
| Volatility 6M: |
|
157.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
