BVT Put 36 VZ 20.09.2024/ DE000VM7NTF5 /
| 6/21/2024 4:47:35 PM | Chg.+0.004 | Bid4:58:47 PM | Ask4:58:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.040EUR | +11.11% | 0.041 Bid Size: 250,000 |
0.051 Ask Size: 250,000 |
Verizon Communicatio... | 36.00 USD | 9/20/2024 | 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: | 9/20/2024 |
| Issue date: | 1/2/2024 |
| Last trading day: | 9/20/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -76.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | -0.40 |
| Time value: | 0.05 |
| Break-even: | 33.14 |
| Moneyness: | 0.89 |
| Premium: | 0.12 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.01 |
| Spread %: | 25.64% |
| Delta: | -0.17 |
| Theta: | -0.01 |
| Omega: | -12.99 |
| Rho: | -0.02 |
Quote data
| Open: | 0.039 |
|---|---|
| High: | 0.040 |
| Low: | 0.038 |
| Previous Close: | 0.036 |
| Turnover: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -14.89% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | -52.38% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.050 | 0.036 |
|---|---|---|
| 1M High / 1M Low: | 0.060 | 0.027 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.042 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.041 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 231.85% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
