BVT Call 0.65 VOD 21.03.2025
/ DE000VD3YDS9
BVT Call 0.65 VOD 21.03.2025/ DE000VD3YDS9 /
| 2024-11-12 8:56:08 AM |
Chg.+0.013 |
Bid9:45:30 PM |
Ask9:45:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
+13.13% |
0.061
Bid Size: 65,000 |
0.071
Ask Size: 65,000 |
Vodafone Group PLC O... |
0.65 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
VD3YDS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
0.65 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-12 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.08 |
| Time value: |
0.04 |
| Break-even: |
0.91 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
9.09% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
5.37 |
| Rho: |
0.00 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.099 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
-15.15% |
| 3 Months |
|
|
-18.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.097 |
| 1M High / 1M Low: |
0.148 |
0.097 |
| 6M High / 6M Low: |
0.178 |
0.097 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.103 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.134 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.04% |
| Volatility 6M: |
|
107.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
