BVT Call 0.75 VOD 20.09.2024
/ DE000VM3AHJ8
BVT Call 0.75 VOD 20.09.2024/ DE000VM3AHJ8 /
2024-05-17 8:30:51 AM |
Chg.+0.008 |
Bid3:27:46 PM |
Ask3:27:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.058EUR |
+16.00% |
0.060 Bid Size: 250,000 |
0.070 Ask Size: 250,000 |
Vodafone Group PLC O... |
0.75 GBP |
2024-09-20 |
Call |
Master data
WKN: |
VM3AHJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.75 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-04 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.25 |
Historic volatility: |
0.27 |
Parity: |
0.02 |
Time value: |
0.05 |
Break-even: |
0.94 |
Moneyness: |
1.02 |
Premium: |
0.06 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
16.95% |
Delta: |
0.62 |
Theta: |
0.00 |
Omega: |
8.04 |
Rho: |
0.00 |
Quote data
Open: |
0.058 |
High: |
0.058 |
Low: |
0.058 |
Previous Close: |
0.050 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+152.17% |
1 Month |
|
|
+132.00% |
3 Months |
|
|
+31.82% |
YTD |
|
|
-7.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.050 |
0.023 |
1M High / 1M Low: |
0.050 |
0.021 |
6M High / 6M Low: |
0.092 |
0.021 |
High (YTD): |
2024-03-11 |
0.068 |
Low (YTD): |
2024-05-09 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.051 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.07% |
Volatility 6M: |
|
170.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |