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BVT Call 0.8 VOD 20.09.2024/  DE000VM3AHH2  /

Frankfurt Zert./VONT
2024-05-16  10:21:06 AM Chg.+0.003 Bid11:10:06 AM Ask11:10:06 AM Underlying Strike price Expiration date Option type
0.035EUR +9.38% 0.035
Bid Size: 250,000		 0.045
Ask Size: 250,000		 Vodafone Group PLC O... 0.80 GBP 2024-09-20 Call
 

Master data

WKN: VM3AHH
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.80 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: 20.47
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -0.05
Time value: 0.04
Break-even: 0.98
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.34
Spread abs.: 0.01
Spread %: 30.30%
Delta: 0.43
Theta: 0.00
Omega: 8.80
Rho: 0.00
 

Quote data

Open: 0.035
High: 0.035
Low: 0.035
Previous Close: 0.032
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+169.23%
1 Month  
+118.75%
3 Months     0.00%
YTD
  -23.91%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.013
1M High / 1M Low: 0.032 0.013
6M High / 6M Low: 0.070 0.013
High (YTD): 2024-03-11 0.053
Low (YTD): 2024-05-09 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.019
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   284.25%
Volatility 6M:   186.66%
Volatility 1Y:   -
Volatility 3Y:   -