BVT Put 40 VZ 21.06.2024/ DE000VM728P4 /
2024-06-14 8:47:40 AM | Chg.+0.010 | Bid10:00:07 PM | Ask10:00:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.048EUR | +26.32% | - Bid Size: - |
- Ask Size: - |
Verizon Communicatio... | 40.00 USD | 2024-06-21 | Put |
Master data
WKN: | VM728P |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Verizon Communications Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 40.00 USD |
Maturity: | 2024-06-21 |
Issue date: | 2024-01-08 |
Last trading day: | 2024-06-21 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -65.01 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.03 |
Implied volatility: | 0.22 |
Historic volatility: | 0.22 |
Parity: | 0.03 |
Time value: | 0.03 |
Break-even: | 36.80 |
Moneyness: | 1.01 |
Premium: | 0.01 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.01 |
Spread %: | 21.28% |
Delta: | -0.60 |
Theta: | -0.03 |
Omega: | -39.27 |
Rho: | 0.00 |
Quote data
Open: | 0.048 |
---|---|
High: | 0.048 |
Low: | 0.048 |
Previous Close: | 0.038 |
Turnover: | 0.000 |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +336.36% | ||
---|---|---|---|
1 Month | +2.13% | ||
3 Months | -72.57% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.048 | 0.013 |
---|---|---|
1M High / 1M Low: | 0.113 | 0.011 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.028 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.046 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 631.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |