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BVT Call 0.85 VOD 20.09.2024/  DE000VM3AHU5  /

EUWAX
2024-06-04  8:31:27 AM Chg.-0.003 Bid4:30:20 PM Ask4:30:20 PM Underlying Strike price Expiration date Option type
0.013EUR -18.75% 0.016
Bid Size: 250,000		 0.026
Ask Size: 250,000		 Vodafone Group PLC O... 0.85 GBP 2024-09-20 Call
 

Master data

WKN: VM3AHU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.85 GBP
Maturity: 2024-09-20
Issue date: 2023-10-04
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 35.44
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.27
Parity: -0.11
Time value: 0.03
Break-even: 1.02
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 66.67%
Delta: 0.29
Theta: 0.00
Omega: 10.26
Rho: 0.00
 

Quote data

Open: 0.013
High: 0.013
Low: 0.013
Previous Close: 0.016
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.14%
1 Month  
+30.00%
3 Months
  -65.79%
YTD
  -64.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.016 0.013
1M High / 1M Low: 0.026 0.008
6M High / 6M Low: 0.054 0.008
High (YTD): 2024-03-11 0.041
Low (YTD): 2024-05-13 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   391.24%
Volatility 6M:   239.36%
Volatility 1Y:   -
Volatility 3Y:   -