BVT Put 0.6 VOD 20.09.2024
/ DE000VM3ALG6
BVT Put 0.6 VOD 20.09.2024/ DE000VM3ALG6 /
2024-05-17 8:30:56 AM |
Chg.-0.001 |
Bid3:36:50 PM |
Ask3:36:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.009EUR |
-10.00% |
0.010 Bid Size: 250,000 |
0.020 Ask Size: 250,000 |
Vodafone Group PLC O... |
0.60 GBP |
2024-09-20 |
Put |
Master data
WKN: |
VM3ALG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.60 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: |
-44.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.47 |
Historic volatility: |
0.27 |
Parity: |
-0.19 |
Time value: |
0.02 |
Break-even: |
0.68 |
Moneyness: |
0.78 |
Premium: |
0.24 |
Premium p.a.: |
0.86 |
Spread abs.: |
0.01 |
Spread %: |
122.22% |
Delta: |
-0.14 |
Theta: |
0.00 |
Omega: |
-6.29 |
Rho: |
0.00 |
Quote data
Open: |
0.009 |
High: |
0.009 |
Low: |
0.009 |
Previous Close: |
0.010 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-67.86% |
1 Month |
|
|
-75.68% |
3 Months |
|
|
-80.00% |
YTD |
|
|
-80.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.010 |
1M High / 1M Low: |
0.037 |
0.010 |
6M High / 6M Low: |
0.059 |
0.010 |
High (YTD): |
2024-02-26 |
0.059 |
Low (YTD): |
2024-05-16 |
0.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.040 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.26% |
Volatility 6M: |
|
138.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |