BVT Call 0.65 VOD 20.09.2024
/ DE000VM6Y7J7
BVT Call 0.65 VOD 20.09.2024/ DE000VM6Y7J7 /
| 2024-05-16 10:20:50 AM |
Chg.+0.013 |
Bid11:06:35 AM |
Ask11:06:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.145EUR |
+9.85% |
0.146
Bid Size: 250,000 |
0.156
Ask Size: 250,000 |
Vodafone Group PLC O... |
0.65 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM6Y7J |
| 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: |
2024-09-20 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.12 |
| Time value: |
0.02 |
| Break-even: |
0.90 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
7.46% |
| Delta: |
0.86 |
| Theta: |
0.00 |
| Omega: |
5.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.145 |
| High: |
0.145 |
| Low: |
0.145 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+123.08% |
| 1 Month |
|
|
+137.70% |
| 3 Months |
|
|
+66.67% |
| YTD |
|
|
+26.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.065 |
| 1M High / 1M Low: |
0.132 |
0.061 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.133 |
| Low (YTD): |
2024-05-08 |
0.061 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.090 |
| Avg. volume 1W: |
|
20,000 |
| Avg. price 1M: |
|
0.075 |
| Avg. volume 1M: |
|
10,000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
