BVT Call 0.7 VOD 20.09.2024
/ DE000VM5XGW0
BVT Call 0.7 VOD 20.09.2024/ DE000VM5XGW0 /
| 04/06/2024 19:40:16 |
Chg.+0.002 |
Bid08:12:15 |
Ask08:12:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.081EUR |
+2.53% |
0.081
Bid Size: 99,000 |
0.091
Ask Size: 99,000 |
Vodafone Group PLC O... |
0.70 GBP |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
24/11/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.27 |
| Parity: |
0.06 |
| Time value: |
0.02 |
| Break-even: |
0.91 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
0.79 |
| Theta: |
0.00 |
| Omega: |
8.27 |
| Rho: |
0.00 |
Quote data
| Open: |
0.072 |
| High: |
0.082 |
| Low: |
0.072 |
| Previous Close: |
0.079 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.79% |
| 1 Month |
|
|
+92.86% |
| 3 Months |
|
|
-7.95% |
| YTD |
|
|
-1.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.081 |
0.061 |
| 1M High / 1M Low: |
0.098 |
0.035 |
| 6M High / 6M Low: |
0.124 |
0.035 |
| High (YTD): |
17/05/2024 |
0.098 |
| Low (YTD): |
08/05/2024 |
0.035 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.067 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.068 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.63% |
| Volatility 6M: |
|
175.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
