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BVT Call 0.7 VOD 20.09.2024/  DE000VM5XGW0  /

Frankfurt Zert./VONT
2024-06-14  4:43:47 PM Chg.-0.003 Bid5:44:42 PM Ask5:44:42 PM Underlying Strike price Expiration date Option type
0.039EUR -7.14% 0.041
Bid Size: 154,000		 0.051
Ask Size: 154,000		 Vodafone Group PLC O... 0.70 GBP 2024-09-20 Call
 

Master data

WKN: VM5XGW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.70 GBP
Maturity: 2024-09-20
Issue date: 2023-11-24
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 16.58
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.27
Parity: -0.02
Time value: 0.05
Break-even: 0.88
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 25.64%
Delta: 0.50
Theta: 0.00
Omega: 8.29
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.042
Low: 0.039
Previous Close: 0.042
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.07%
1 Month
  -35.00%
3 Months
  -38.10%
YTD
  -52.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.061 0.042
1M High / 1M Low: 0.098 0.042
6M High / 6M Low: 0.098 0.035
High (YTD): 2024-05-17 0.098
Low (YTD): 2024-05-08 0.035
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.066
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   198.25%
Volatility 6M:   174.20%
Volatility 1Y:   -
Volatility 3Y:   -