BVT Put 1 VOD 21.06.2024/ DE000VU3M025 /
| 2024-06-03 7:54:12 PM | Chg.-0.010 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.310EUR | -3.13% | - Bid Size: - |
- Ask Size: - |
Vodafone Group PLC O... | 1.00 GBP | 2024-06-21 | Put |
Master data
| WKN: | VU3M02 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Vodafone Group PLC ORD USD0.20 20/21 |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 1.00 GBP |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-02-16 |
| Last trading day: | 2024-06-21 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -2.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 1.57 |
| Historic volatility: | 0.27 |
| Parity: | 0.29 |
| Time value: | 0.04 |
| Break-even: | 0.84 |
| Moneyness: | 1.33 |
| Premium: | 0.04 |
| Premium p.a.: | 1.40 |
| Spread abs.: | 0.01 |
| Spread %: | 3.13% |
| Delta: | -0.74 |
| Theta: | 0.00 |
| Omega: | -1.98 |
| Rho: | 0.00 |
Quote data
| Open: | 0.300 |
|---|---|
| High: | 0.310 |
| Low: | 0.300 |
| Previous Close: | 0.320 |
| Turnover: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -8.82% | ||
|---|---|---|---|
| 1 Month | -20.51% | ||
| 3 Months | -18.42% | ||
| YTD | -16.22% | ||
| 1 Year | -20.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.340 | 0.310 |
|---|---|---|
| 1M High / 1M Low: | 0.400 | 0.290 |
| 6M High / 6M Low: | 0.430 | 0.290 |
| High (YTD): | 2024-02-09 | 0.430 |
| Low (YTD): | 2024-05-20 | 0.290 |
| 52W High: | 2024-02-09 | 0.430 |
| 52W Low: | 2023-09-22 | 0.260 |
| Avg. price 1W: | 0.328 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.338 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.377 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 0.359 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 73.38% | |
| Volatility 6M: | 56.68% | |
| Volatility 1Y: | 53.69% | |
| Volatility 3Y: | - |
