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BVT Call 0.85 VOD 20.09.2024/  DE000VM3AHU5  /

Frankfurt Zert./VONT
2024-05-22  4:48:36 PM Chg.-0.001 Bid6:00:24 PM Ask6:00:24 PM Underlying Strike price Expiration date Option type
0.019EUR -5.00% 0.019
Bid Size: 137,000		 0.029
Ask Size: 137,000		 Vodafone Group PLC O... 0.85 GBP 2024-09-20 Call
 

Master data

WKN: VM3AHU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Call
Strike price: 0.85 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: 29.35
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.27
Parity: -0.11
Time value: 0.03
Break-even: 1.03
Moneyness: 0.88
Premium: 0.16
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 50.00%
Delta: 0.31
Theta: 0.00
Omega: 9.13
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.019
Previous Close: 0.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.64%
1 Month  
+58.33%
3 Months
  -26.92%
YTD
  -45.71%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.020
1M High / 1M Low: 0.026 0.008
6M High / 6M Low: 0.055 0.008
High (YTD): 2024-03-11 0.042
Low (YTD): 2024-05-10 0.008
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   342.89%
Volatility 6M:   221.24%
Volatility 1Y:   -
Volatility 3Y:   -