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BVT Call 0.8 VOD 20.09.2024/  DE000VM3AHH2  /

Frankfurt Zert./VONT
2024-05-15  7:55:02 PM Chg.+0.013 Bid9:10:05 PM Ask9:10:05 PM Underlying Strike price Expiration date Option type
0.032EUR +68.42% 0.032
Bid Size: 92,000		 0.042
Ask Size: 92,000		 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: 27.16
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.28
Parity: -0.09
Time value: 0.03
Break-even: 0.96
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 47.62%
Delta: 0.34
Theta: 0.00
Omega: 9.31
Rho: 0.00
 

Quote data

Open: 0.030
High: 0.033
Low: 0.030
Previous Close: 0.019
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+146.15%
1 Month  
+68.42%
3 Months  
+3.23%
YTD
  -30.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.013
1M High / 1M Low: 0.020 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:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   176.56%
Volatility 6M:   160.14%
Volatility 1Y:   -
Volatility 3Y:   -