BVT Call 0.8 VOD 20.09.2024
/ DE000VM3AHH2
BVT Call 0.8 VOD 20.09.2024/ DE000VM3AHH2 /
| 14/06/2024 08:31:00 |
Chg.-0.003 |
Bid09:05:04 |
Ask09:05:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.012EUR |
-20.00% |
0.013
Bid Size: 250,000 |
0.023
Ask Size: 250,000 |
Vodafone Group PLC O... |
0.80 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
VM3AHH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.80 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: |
33.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.12 |
| Time value: |
0.03 |
| Break-even: |
0.97 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.01 |
| Spread %: |
66.67% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
9.32 |
| Rho: |
0.00 |
Quote data
| Open: |
0.012 |
| High: |
0.012 |
| Low: |
0.012 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.83% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
-69.23% |
| YTD |
|
|
-75.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.015 |
| 1M High / 1M Low: |
0.039 |
0.015 |
| 6M High / 6M Low: |
0.052 |
0.013 |
| High (YTD): |
11/03/2024 |
0.052 |
| Low (YTD): |
09/05/2024 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.025 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.85% |
| Volatility 6M: |
|
207.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
