BVT Call 37 VZ 21.06.2024
/ DE000VU9LZ63
BVT Call 37 VZ 21.06.2024/ DE000VU9LZ63 /
| 5/31/2024 8:55:58 AM |
Chg.+0.124 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
+60.19% |
-
Bid Size: - |
-
Ask Size: - |
Verizon Communicatio... |
37.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9LZ6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/7/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.38 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.22 |
| Parity: |
0.38 |
| Time value: |
0.03 |
| Break-even: |
38.21 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
8.20 |
| Rho: |
0.02 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.206 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
+37.50% |
| 3 Months |
|
|
-8.33% |
| YTD |
|
|
+60.19% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.206 |
| 1M High / 1M Low: |
0.360 |
0.206 |
| 6M High / 6M Low: |
0.580 |
0.182 |
| High (YTD): |
1/30/2024 |
0.580 |
| Low (YTD): |
5/30/2024 |
0.206 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.267 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.288 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.69% |
| Volatility 6M: |
|
200.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
