BVT Call 40 VZ 21.06.2024
/ DE000VU9L0H1
BVT Call 40 VZ 21.06.2024/ DE000VU9L0H1 /
6/7/2024 8:03:11 PM |
Chg.-0.027 |
Bid9:00:05 AM |
Ask9:00:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.119EUR |
-18.49% |
0.112 Bid Size: 25,000 |
0.126 Ask Size: 25,000 |
Verizon Communicatio... |
40.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
VU9L0H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 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: |
31.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.09 |
Implied volatility: |
0.23 |
Historic volatility: |
0.22 |
Parity: |
0.09 |
Time value: |
0.03 |
Break-even: |
38.23 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
9.09% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
22.88 |
Rho: |
0.01 |
Quote data
Open: |
0.149 |
High: |
0.149 |
Low: |
0.119 |
Previous Close: |
0.146 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.56% |
1 Month |
|
|
+12.26% |
3 Months |
|
|
-18.49% |
YTD |
|
|
+38.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.160 |
0.119 |
1M High / 1M Low: |
0.160 |
0.031 |
6M High / 6M Low: |
0.350 |
0.031 |
High (YTD): |
1/30/2024 |
0.350 |
Low (YTD): |
5/29/2024 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.094 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.158 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
621.76% |
Volatility 6M: |
|
343.68% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |