BVT Call 39 VZ 20.09.2024
/ DE000VM7NTT6
BVT Call 39 VZ 20.09.2024/ DE000VM7NTT6 /
| 2024-05-24 2:05:04 PM |
Chg.+0.009 |
Bid2:09:31 PM |
Ask2:09:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.183EUR |
+5.17% |
0.183
Bid Size: 90,000 |
0.193
Ask Size: 90,000 |
Verizon Communicatio... |
39.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NTT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
0.04 |
| Time value: |
0.15 |
| Break-even: |
38.00 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
5.46% |
| Delta: |
0.61 |
| Theta: |
-0.01 |
| Omega: |
11.53 |
| Rho: |
0.07 |
Quote data
| Open: |
0.178 |
| High: |
0.183 |
| Low: |
0.178 |
| Previous Close: |
0.174 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.19% |
| 1 Month |
|
|
-17.19% |
| 3 Months |
|
|
-44.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.174 |
| 1M High / 1M Low: |
0.270 |
0.174 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.205 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.220 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
