BVT Put 32 VZ 20.09.2024/ DE000VM3J807 /
2024-05-24 8:48:56 AM | Chg.+0.002 | Bid9:15:50 PM | Ask9:15:50 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.014EUR | +16.67% | 0.012 Bid Size: 250,000 |
0.022 Ask Size: 250,000 |
Verizon Communicatio... | 32.00 USD | 2024-09-20 | Put |
Master data
WKN: | VM3J80 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Verizon Communications Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 32.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2023-10-06 |
Last trading day: | 2024-09-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -151.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.01 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.22 |
Parity: | -0.69 |
Time value: | 0.02 |
Break-even: | 29.36 |
Moneyness: | 0.81 |
Premium: | 0.20 |
Premium p.a.: | 0.73 |
Spread abs.: | 0.01 |
Spread %: | 71.43% |
Delta: | -0.08 |
Theta: | 0.00 |
Omega: | -12.24 |
Rho: | -0.01 |
Quote data
Open: | 0.014 |
---|---|
High: | 0.014 |
Low: | 0.014 |
Previous Close: | 0.012 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.27% | ||
---|---|---|---|
1 Month | -26.32% | ||
3 Months | -64.10% | ||
YTD | -84.62% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.012 | 0.011 |
---|---|---|
1M High / 1M Low: | 0.023 | 0.011 |
6M High / 6M Low: | 0.108 | 0.007 |
High (YTD): | 2024-01-02 | 0.075 |
Low (YTD): | 2024-03-22 | 0.007 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.012 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.016 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.045 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 164.47% | |
Volatility 6M: | 484.71% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |