BVT Put 40 VZ 20.09.2024/ DE000VM728Z3 /
| 2024-05-24 8:43:03 AM | Chg.+0.022 | Bid1:30:07 PM | Ask1:30:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.191EUR | +13.02% | 0.186 Bid Size: 107,000 |
0.196 Ask Size: 107,000 |
Verizon Communicatio... | 40.00 USD | 2024-09-20 | Put |
Master data
| WKN: | VM728Z |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Verizon Communications Inc |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 40.00 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: | -18.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.18 |
|---|---|
| Intrinsic value: | 0.05 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | 0.05 |
| Time value: | 0.14 |
| Break-even: | 35.03 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.01 |
| Spread %: | 5.35% |
| Delta: | -0.48 |
| Theta: | -0.01 |
| Omega: | -8.88 |
| Rho: | -0.06 |
Quote data
| Open: | 0.191 |
|---|---|
| High: | 0.191 |
| Low: | 0.191 |
| Previous Close: | 0.169 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.93% | ||
|---|---|---|---|
| 1 Month | +3.24% | ||
| 3 Months | -9.48% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.169 | 0.147 |
|---|---|---|
| 1M High / 1M Low: | 0.227 | 0.139 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.157 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.179 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 126.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
