BVT Call 0.65 VOD 17.05.2024
/ DE000VD18D98
BVT Call 0.65 VOD 17.05.2024/ DE000VD18D98 /
2024-04-29 7:42:44 PM |
Chg.+0.005 |
Bid8:00:25 PM |
Ask8:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
+8.47% |
0.063 Bid Size: 61,000 |
0.073 Ask Size: 61,000 |
Vodafone Group PLC O... |
0.65 GBP |
2024-05-17 |
Call |
Master data
WKN: |
VD18D9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.65 GBP |
Maturity: |
2024-05-17 |
Issue date: |
2024-03-15 |
Last trading day: |
2024-05-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.05 |
Implied volatility: |
0.61 |
Historic volatility: |
0.27 |
Parity: |
0.05 |
Time value: |
0.02 |
Break-even: |
0.83 |
Moneyness: |
1.06 |
Premium: |
0.03 |
Premium p.a.: |
0.82 |
Spread abs.: |
0.01 |
Spread %: |
16.67% |
Delta: |
0.70 |
Theta: |
0.00 |
Omega: |
8.01 |
Rho: |
0.00 |
Quote data
Open: |
0.062 |
High: |
0.068 |
Low: |
0.062 |
Previous Close: |
0.059 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.88% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.068 |
0.057 |
1M High / 1M Low: |
0.086 |
0.038 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.062 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
250.79% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |