BVT Put 42 VZ 20.09.2024/ DE000VM82170 /
2024-06-14 7:42:14 PM | Chg.+0.010 | Bid9:55:08 PM | Ask9:55:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.300EUR | +3.45% | - Bid Size: - |
- Ask Size: - |
Verizon Communicatio... | 42.00 USD | 2024-09-20 | Put |
Master data
WKN: | VM8217 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Verizon Communications Inc |
Type: | Warrant |
Option type: | Put |
Strike price: | 42.00 USD |
Maturity: | 2024-09-20 |
Issue date: | 2024-01-25 |
Last trading day: | 2024-09-20 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -11.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.28 |
---|---|
Intrinsic value: | 0.22 |
Implied volatility: | 0.27 |
Historic volatility: | 0.22 |
Parity: | 0.22 |
Time value: | 0.09 |
Break-even: | 36.13 |
Moneyness: | 1.06 |
Premium: | 0.02 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.01 |
Spread %: | 3.33% |
Delta: | -0.61 |
Theta: | -0.01 |
Omega: | -7.28 |
Rho: | -0.07 |
Quote data
Open: | 0.290 |
---|---|
High: | 0.300 |
Low: | 0.290 |
Previous Close: | 0.290 |
Turnover: | 0.000 |
Market phase: | CL |
All quotes in EUR
Performance
1 Week | +49.25% | ||
---|---|---|---|
1 Month | +15.38% | ||
3 Months | -21.05% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.300 | 0.240 |
---|---|---|
1M High / 1M Low: | 0.330 | 0.185 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.274 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.260 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 170.13% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |