BVT Call 44 VZ 20.09.2024
/ DE000VM729B2
BVT Call 44 VZ 20.09.2024/ DE000VM729B2 /
2024-06-21 8:45:19 AM |
Chg.+0.005 |
Bid4:14:31 PM |
Ask4:14:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.038EUR |
+15.15% |
0.034 Bid Size: 250,000 |
0.044 Ask Size: 250,000 |
Verizon Communicatio... |
44.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM729B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-08 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
81.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.22 |
Parity: |
-0.35 |
Time value: |
0.05 |
Break-even: |
41.56 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
0.50 |
Spread abs.: |
0.01 |
Spread %: |
27.78% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
18.30 |
Rho: |
0.02 |
Quote data
Open: |
0.038 |
High: |
0.038 |
Low: |
0.038 |
Previous Close: |
0.033 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.71% |
1 Month |
|
|
-5.00% |
3 Months |
|
|
-47.22% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.024 |
1M High / 1M Low: |
0.071 |
0.023 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.040 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
432.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |