BVT Call 0.9 VOD 20.12.2024
/ DE000VM2C4G0
BVT Call 0.9 VOD 20.12.2024/ DE000VM2C4G0 /
2024-06-04 8:41:42 AM |
Chg.-0.004 |
Bid1:36:08 PM |
Ask1:36:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-16.67% |
0.022 Bid Size: 250,000 |
0.032 Ask Size: 250,000 |
Vodafone Group PLC O... |
0.90 GBP |
2024-12-20 |
Call |
Master data
WKN: |
VM2C4G |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
0.90 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2023-09-14 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
27.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-0.17 |
Time value: |
0.03 |
Break-even: |
1.09 |
Moneyness: |
0.84 |
Premium: |
0.23 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.01 |
Spread %: |
45.45% |
Delta: |
0.28 |
Theta: |
0.00 |
Omega: |
7.87 |
Rho: |
0.00 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.024 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.76% |
1 Month |
|
|
+53.85% |
3 Months |
|
|
-45.95% |
YTD |
|
|
-42.86% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.024 |
0.020 |
1M High / 1M Low: |
0.033 |
0.011 |
6M High / 6M Low: |
0.053 |
0.011 |
High (YTD): |
2024-01-02 |
0.038 |
Low (YTD): |
2024-05-10 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.026 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
286.06% |
Volatility 6M: |
|
239.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |