BVT Call 40 VZ 21.06.2024
/ DE000VU9L0H1
BVT Call 40 VZ 21.06.2024/ DE000VU9L0H1 /
2024-05-24 8:01:59 PM |
Chg.+0.010 |
Bid9:57:42 PM |
Ask9:57:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.053EUR |
+23.26% |
- Bid Size: - |
- Ask Size: - |
Verizon Communicatio... |
40.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9L0H |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Verizon Communications Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
40.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-07 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
56.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.22 |
Parity: |
-0.02 |
Time value: |
0.07 |
Break-even: |
37.53 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
18.18% |
Delta: |
0.48 |
Theta: |
-0.01 |
Omega: |
27.02 |
Rho: |
0.01 |
Quote data
Open: |
0.046 |
High: |
0.053 |
Low: |
0.046 |
Previous Close: |
0.043 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-36.14% |
1 Month |
|
|
-40.45% |
3 Months |
|
|
-74.88% |
YTD |
|
|
-38.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.089 |
0.043 |
1M High / 1M Low: |
0.136 |
0.043 |
6M High / 6M Low: |
0.350 |
0.043 |
High (YTD): |
2024-01-30 |
0.350 |
Low (YTD): |
2024-05-23 |
0.043 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.085 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.160 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.20% |
Volatility 6M: |
|
264.50% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |