OverviewChartNewsTraderScreen

BVT Call 0.75 VOD 20.09.2024/  DE000VM3AHJ8  /

Frankfurt Zert./VONT
04/06/2024  13:44:03 Chg.-0.005 Bid14:03:27 Ask14:03:27 Underlying Strike price Expiration date Option type
0.041EUR -10.87% 0.041
Bid Size: 250,000		 0.051
Ask Size: 250,000		 Vodafone Group PLC O... 0.75 GBP 20/09/2024 Call
 

Master data

WKN: VM3AHJ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.75 GBP
Maturity: 20/09/2024
Issue date: 04/10/2023
Last trading day: 20/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 16.41
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.01
Implied volatility: 0.24
Historic volatility: 0.27
Parity: 0.01
Time value: 0.05
Break-even: 0.93
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 22.73%
Delta: 0.58
Theta: 0.00
Omega: 9.46
Rho: 0.00
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.046
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+13.89%
1 Month  
+51.85%
3 Months
  -32.79%
YTD
  -31.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.035
1M High / 1M Low: 0.061 0.021
6M High / 6M Low: 0.092 0.021
High (YTD): 11/03/2024 0.069
Low (YTD): 08/05/2024 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.040
Avg. volume 1W:   0.000
Avg. price 1M:   0.039
Avg. volume 1M:   5,263.158
Avg. price 6M:   0.048
Avg. volume 6M:   813.008
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.48%
Volatility 6M:   171.87%
Volatility 1Y:   -
Volatility 3Y:   -