OverviewChartNewsTraderScreen

BVT Put 0.8 VOD 21.06.2024/  DE000VU1VR77  /

EUWAX
2024-06-03  8:48:43 AM Chg.-0.017 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.078EUR -17.89% -
Bid Size: -		 -
Ask Size: -		 Vodafone Group PLC O... 0.80 GBP 2024-06-21 Put
 

Master data

WKN: VU1VR7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.80 GBP
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -9.40
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.06
Implied volatility: 0.78
Historic volatility: 0.27
Parity: 0.06
Time value: 0.04
Break-even: 0.85
Moneyness: 1.06
Premium: 0.04
Premium p.a.: 1.35
Spread abs.: 0.01
Spread %: 11.90%
Delta: -0.60
Theta: 0.00
Omega: -5.65
Rho: 0.00
 

Quote data

Open: 0.078
High: 0.078
Low: 0.078
Previous Close: 0.095
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -53.57%
3 Months
  -51.25%
YTD
  -51.25%
1 Year
  -58.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.107 0.095
1M High / 1M Low: 0.172 0.069
6M High / 6M Low: 0.210 0.069
High (YTD): 2024-02-08 0.210
Low (YTD): 2024-05-20 0.069
52W High: 2024-02-08 0.210
52W Low: 2024-05-20 0.069
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.115
Avg. volume 1M:   0.000
Avg. price 6M:   0.160
Avg. volume 6M:   0.000
Avg. price 1Y:   0.153
Avg. volume 1Y:   0.000
Volatility 1M:   175.42%
Volatility 6M:   108.90%
Volatility 1Y:   102.70%
Volatility 3Y:   -