BVT Call 0.65 VOD 21.06.2024
/ DE000VM6Y7N9
BVT Call 0.65 VOD 21.06.2024/ DE000VM6Y7N9 /
| 2024-06-03 10:21:19 AM |
Chg.+0.012 |
Bid10:47:12 AM |
Ask10:47:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.137EUR |
+9.60% |
0.138
Bid Size: 250,000 |
0.148
Ask Size: 250,000 |
Vodafone Group PLC O... |
0.65 GBP |
2024-06-21 |
Call |
Master data
| WKN: |
VM6Y7N |
| 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: |
2024-06-21 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.27 |
| Parity: |
0.12 |
| Time value: |
0.01 |
| Break-even: |
0.90 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
8.00% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
5.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.137 |
| High: |
0.137 |
| Low: |
0.137 |
| Previous Close: |
0.125 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.31% |
| 1 Month |
|
|
+124.59% |
| 3 Months |
|
|
+24.55% |
| YTD |
|
|
+37.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.125 |
0.103 |
| 1M High / 1M Low: |
0.147 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
0.147 |
| Low (YTD): |
2024-04-18 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.113 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
