BVT Call 40 VZ 21.02.2025
/ DE000VG16UE4
BVT Call 40 VZ 21.02.2025/ DE000VG16UE4 /
| 1/23/2025 8:14:49 AM |
Chg.-0.004 |
Bid8:24:42 PM |
Ask8:24:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-5.88% |
0.070
Bid Size: 250,000 |
0.080
Ask Size: 250,000 |
Verizon Communicatio... |
40.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
VG16UE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Verizon Communications Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/2/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
51.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-0.10 |
| Time value: |
0.07 |
| Break-even: |
39.16 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.01 |
| Spread %: |
15.87% |
| Delta: |
0.39 |
| Theta: |
-0.02 |
| Omega: |
19.82 |
| Rho: |
0.01 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.068 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.17% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.078 |
0.047 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |