BVT Call 43 VZ 20.12.2024
/ DE000VD3R7Z4
BVT Call 43 VZ 20.12.2024/ DE000VD3R7Z4 /
| 2024-09-24 10:23:31 AM |
Chg.-0.003 |
Bid11:25:49 AM |
Ask11:25:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.215EUR |
-1.38% |
0.216
Bid Size: 48,000 |
0.226
Ask Size: 48,000 |
Verizon Communicatio... |
43.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R7Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
43.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.20 |
| Parity: |
0.11 |
| Time value: |
0.11 |
| Break-even: |
40.92 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
4.72% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
12.17 |
| Rho: |
0.06 |
Quote data
| Open: |
0.215 |
| High: |
0.215 |
| Low: |
0.215 |
| Previous Close: |
0.218 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.90% |
| 1 Month |
|
|
+152.94% |
| 3 Months |
|
|
+72.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.222 |
0.178 |
| 1M High / 1M Low: |
0.270 |
0.085 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
344.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
