BVT Call 43 VZ 20.09.2024/  DE000VM7NTR0  /

Frankfurt Zert./VONT
6/14/2024  7:53:47 PM Chg.-0.001 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.041EUR -2.38% -
Bid Size: -
-
Ask Size: -
Verizon Communicatio... 43.00 USD 9/20/2024 Call
 

Master data

WKN: VM7NTR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Verizon Communications Inc
Type: Warrant
Option type: Call
Strike price: 43.00 USD
Maturity: 9/20/2024
Issue date: 1/2/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 69.92
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.22
Parity: -0.31
Time value: 0.05
Break-even: 40.70
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.42
Spread abs.: 0.01
Spread %: 23.26%
Delta: 0.25
Theta: -0.01
Omega: 17.67
Rho: 0.02
 

Quote data

Open: 0.043
High: 0.043
Low: 0.041
Previous Close: 0.042
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -46.05%
3 Months
  -58.59%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.066 0.041
1M High / 1M Low: 0.098 0.035
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   340.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -