BVT Put 36 VZ 20.09.2024/ DE000VM7NTF5 /
| 2024-05-23 7:45:37 PM | Chg.+0.011 | Bid9:57:07 PM | Ask9:57:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.056EUR | +24.44% | - Bid Size: - |
- Ask Size: - |
Verizon Communicatio... | 36.00 USD | 2024-09-20 | Put |
Master data
| WKN: | VM7NTF |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Verizon Communications Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 36.00 USD |
| Maturity: | 2024-09-20 |
| Issue date: | 2024-01-02 |
| Last trading day: | 2024-09-20 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -64.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.22 |
| Parity: | -0.35 |
| Time value: | 0.06 |
| Break-even: | 32.69 |
| Moneyness: | 0.90 |
| Premium: | 0.11 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.01 |
| Spread %: | 21.28% |
| Delta: | -0.19 |
| Theta: | 0.00 |
| Omega: | -12.23 |
| Rho: | -0.02 |
Quote data
| Open: | 0.045 |
|---|---|
| High: | 0.056 |
| Low: | 0.045 |
| Previous Close: | 0.045 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | -8.20% | ||
| 3 Months | -38.46% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.048 | 0.040 |
|---|---|---|
| 1M High / 1M Low: | 0.081 | 0.040 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.043 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.057 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 188.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
