OverviewChartNewsTraderScreen

BVT Put 0.75 VOD 20.09.2024/  DE000VM3AHX9  /

Frankfurt Zert./VONT
2024-05-29  10:24:19 AM Chg.-0.001 Bid1:20:27 PM Ask1:20:27 PM Underlying Strike price Expiration date Option type
0.077EUR -1.28% 0.076
Bid Size: 250,000		 0.086
Ask Size: 250,000		 Vodafone Group PLC O... 0.75 GBP 2024-09-20 Put
 

Master data

WKN: VM3AHX
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.75 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: -9.95
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.02
Implied volatility: 0.44
Historic volatility: 0.26
Parity: 0.02
Time value: 0.07
Break-even: 0.79
Moneyness: 1.02
Premium: 0.08
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 12.99%
Delta: -0.46
Theta: 0.00
Omega: -4.60
Rho: 0.00
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.078
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.94%
1 Month
  -35.29%
3 Months
  -38.89%
YTD
  -43.80%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.081 0.072
1M High / 1M Low: 0.136 0.058
6M High / 6M Low: 0.168 0.058
High (YTD): 2024-02-09 0.168
Low (YTD): 2024-05-16 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.75%
Volatility 6M:   108.23%
Volatility 1Y:   -
Volatility 3Y:   -