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BVT Put 0.85 VOD 21.06.2024/  DE000VU1VSS6  /

Frankfurt Zert./VONT
2024-05-31  8:03:32 PM Chg.-0.009 Bid9:49:53 PM Ask9:49:53 PM Underlying Strike price Expiration date Option type
0.142EUR -5.96% -
Bid Size: -		 -
Ask Size: -		 Vodafone Group PLC O... 0.85 GBP 2024-06-21 Put
 

Master data

WKN: VU1VSS
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Vodafone Group PLC ORD USD0.20 20/21
Type: Warrant
Option type: Put
Strike price: 0.85 GBP
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -5.85
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.11
Implied volatility: 0.95
Historic volatility: 0.26
Parity: 0.11
Time value: 0.04
Break-even: 0.85
Moneyness: 1.13
Premium: 0.04
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 7.09%
Delta: -0.67
Theta: 0.00
Omega: -3.90
Rho: 0.00
 

Quote data

Open: 0.141
High: 0.149
Low: 0.141
Previous Close: 0.151
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.35%
1 Month
  -37.72%
3 Months
  -31.40%
YTD
  -31.40%
1 Year
  -38.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.163 0.142
1M High / 1M Low: 0.228 0.121
6M High / 6M Low: 0.260 0.121
High (YTD): 2024-03-14 0.260
Low (YTD): 2024-05-17 0.121
52W High: 2024-03-14 0.260
52W Low: 2024-05-17 0.121
Avg. price 1W:   0.154
Avg. volume 1W:   0.000
Avg. price 1M:   0.172
Avg. volume 1M:   0.000
Avg. price 6M:   0.212
Avg. volume 6M:   0.000
Avg. price 1Y:   0.202
Avg. volume 1Y:   0.000
Volatility 1M:   123.69%
Volatility 6M:   87.43%
Volatility 1Y:   83.27%
Volatility 3Y:   -