BVT Put 36 VZ 20.09.2024/ DE000VM7NTF5 /
2024-06-21 8:47:37 AM | Chg.-0.003 | Bid4:47:20 PM | Ask4:47:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.037EUR | -7.50% | 0.040 Bid Size: 250,000 |
0.050 Ask Size: 250,000 |
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: | -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: | 0.037 |
---|---|
High: | 0.037 |
Low: | 0.037 |
Previous Close: | 0.040 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.57% | ||
---|---|---|---|
1 Month | -9.76% | ||
3 Months | -58.43% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.048 | 0.039 |
---|---|---|
1M High / 1M Low: | 0.063 | 0.026 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.044 | |
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: | 255.60% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |