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BVT Put 0.75 VOD 20.09.2024/  DE000VM3AHX9  /

Frankfurt Zert./VONT
04/06/2024  16:52:52 Chg.-0.001 Bid19:23:27 Ask19:23:27 Underlying Strike price Expiration date Option type
0.059EUR -1.67% 0.060
Bid Size: 132,000		 0.070
Ask Size: 132,000		 Vodafone Group PLC O... 0.75 GBP 20/09/2024 Put
 

Master data

WKN: VM3AHX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
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: -12.14
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -0.01
Time value: 0.07
Break-even: 0.81
Moneyness: 0.99
Premium: 0.09
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 15.87%
Delta: -0.43
Theta: 0.00
Omega: -5.16
Rho: 0.00
 

Quote data

Open: 0.066
High: 0.066
Low: 0.059
Previous Close: 0.060
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -24.36%
1 Month
  -53.91%
3 Months
  -55.30%
YTD
  -56.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: 0.133 0.058
6M High / 6M Low: 0.168 0.058
High (YTD): 09/02/2024 0.168
Low (YTD): 16/05/2024 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.085
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.16%
Volatility 6M:   110.06%
Volatility 1Y:   -
Volatility 3Y:   -