BVT Put 0.8 VOD 20.12.2024
/ DE000VM2C4Q9
BVT Put 0.8 VOD 20.12.2024/ DE000VM2C4Q9 /
| 2024-06-04 8:41:42 AM |
Chg.+0.008 |
Bid8:18:28 PM |
Ask8:18:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.136EUR |
+6.25% |
0.127
Bid Size: 70,000 |
0.137
Ask Size: 70,000 |
Vodafone Group PLC O... |
0.80 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
VM2C4Q |
| 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: |
2024-12-20 |
| Issue date: |
2023-09-14 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.27 |
| Parity: |
0.05 |
| Time value: |
0.09 |
| Break-even: |
0.80 |
| Moneyness: |
1.06 |
| Premium: |
0.10 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
-0.48 |
| Theta: |
0.00 |
| Omega: |
-3.02 |
| Rho: |
0.00 |
Quote data
| Open: |
0.136 |
| High: |
0.136 |
| Low: |
0.136 |
| Previous Close: |
0.128 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.21% |
| 1 Month |
|
|
-33.00% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
-30.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.151 |
0.128 |
| 1M High / 1M Low: |
0.204 |
0.122 |
| 6M High / 6M Low: |
0.235 |
0.122 |
| High (YTD): |
2024-02-08 |
0.235 |
| Low (YTD): |
2024-05-17 |
0.122 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.143 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.192 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.25% |
| Volatility 6M: |
|
78.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
