BVT Put 0.8 VOD 20.09.2024
/ DE000VM3V7R6
BVT Put 0.8 VOD 20.09.2024/ DE000VM3V7R6 /
| 5/22/2024 2:02:03 PM |
Chg.-0.002 |
Bid4:20:24 PM |
Ask4:20:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.111EUR |
-1.77% |
0.114
Bid Size: 250,000 |
0.124
Ask Size: 250,000 |
Vodafone Group PLC O... |
0.80 GBP |
9/20/2024 |
Put |
Master data
| WKN: |
VM3V7R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
0.80 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
10/12/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.06 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
0.06 |
| Time value: |
0.07 |
| Break-even: |
0.81 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
8.77% |
| Delta: |
-0.51 |
| Theta: |
0.00 |
| Omega: |
-3.66 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.111 |
| Low: |
0.110 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.74% |
| 1 Month |
|
|
-32.73% |
| 3 Months |
|
|
-45.59% |
| YTD |
|
|
-37.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.113 |
0.097 |
| 1M High / 1M Low: |
0.185 |
0.097 |
| 6M High / 6M Low: |
0.217 |
0.097 |
| High (YTD): |
2/9/2024 |
0.217 |
| Low (YTD): |
5/20/2024 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.175 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
123.91% |
| Volatility 6M: |
|
88.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
