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BVT Put 0.7 VOD 20.09.2024/  DE000VM3AH38  /

Frankfurt Zert./VONT
2024-06-06  5:01:26 PM Chg.+0.006 Bid7:29:33 PM Ask7:29:33 PM Underlying Strike price Expiration date Option type
0.038EUR +18.75% 0.037
Bid Size: 146,000		 0.047
Ask Size: 146,000		 Vodafone Group PLC O... 0.70 GBP 2024-09-20 Put
 

Master data

WKN: VM3AH3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.70 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: -22.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -0.09
Time value: 0.04
Break-even: 0.78
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 32.26%
Delta: -0.28
Theta: 0.00
Omega: -6.15
Rho: 0.00
 

Quote data

Open: 0.037
High: 0.038
Low: 0.037
Previous Close: 0.032
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -54.76%
3 Months
  -58.70%
YTD
  -59.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.032
1M High / 1M Low: 0.088 0.032
6M High / 6M Low: 0.122 0.032
High (YTD): 2024-02-09 0.122
Low (YTD): 2024-06-05 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.086
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   170.38%
Volatility 6M:   122.46%
Volatility 1Y:   -
Volatility 3Y:   -