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BVT Put 1.05 VOD 21.06.2024/  DE000VU3PK39  /

EUWAX
2024-06-04  8:51:33 AM Chg.+0.010 Bid9:19:04 AM Ask9:19:04 AM Underlying Strike price Expiration date Option type
0.380EUR +2.70% 0.380
Bid Size: 250,000		 0.390
Ask Size: 250,000		 Vodafone Group PLC O... 1.05 GBP 2024-06-21 Put
 

Master data

WKN: VU3PK3
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 1.05 GBP
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -2.33
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.35
Implied volatility: 1.64
Historic volatility: 0.27
Parity: 0.35
Time value: 0.03
Break-even: 0.85
Moneyness: 1.39
Premium: 0.04
Premium p.a.: 1.18
Spread abs.: 0.01
Spread %: 2.70%
Delta: -0.77
Theta: 0.00
Omega: -1.80
Rho: 0.00
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.370
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month
  -17.39%
3 Months
  -9.52%
YTD
  -9.52%
1 Year
  -13.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.370
1M High / 1M Low: 0.460 0.350
6M High / 6M Low: 0.490 0.350
High (YTD): 2024-02-13 0.490
Low (YTD): 2024-05-21 0.350
52W High: 2024-02-13 0.490
52W Low: 2023-09-22 0.310
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.398
Avg. volume 1M:   0.000
Avg. price 6M:   0.433
Avg. volume 6M:   0.000
Avg. price 1Y:   0.413
Avg. volume 1Y:   0.000
Volatility 1M:   56.99%
Volatility 6M:   45.70%
Volatility 1Y:   45.85%
Volatility 3Y:   -