BVT Put 0.7 VOD 20.12.2024
/ DE000VU9DSE7
BVT Put 0.7 VOD 20.12.2024/ DE000VU9DSE7 /
02/09/2024 08:41:58 |
Chg.-0.001 |
Bid15:37:37 |
Ask15:37:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.030EUR |
-3.23% |
0.025 Bid Size: 250,000 |
0.035 Ask Size: 250,000 |
Vodafone Group PLC O... |
0.70 GBP |
20/12/2024 |
Put |
Master data
WKN: |
VU9DSE |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vodafone Group PLC ORD USD0.20 20/21 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
0.70 GBP |
Maturity: |
20/12/2024 |
Issue date: |
05/07/2023 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-21.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.26 |
Parity: |
-0.04 |
Time value: |
0.04 |
Break-even: |
0.79 |
Moneyness: |
0.95 |
Premium: |
0.10 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
33.33% |
Delta: |
-0.34 |
Theta: |
0.00 |
Omega: |
-7.34 |
Rho: |
0.00 |
Quote data
Open: |
0.030 |
High: |
0.030 |
Low: |
0.030 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-37.50% |
3 Months |
|
|
-53.85% |
YTD |
|
|
-72.97% |
1 Year |
|
|
-72.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.034 |
0.031 |
1M High / 1M Low: |
0.054 |
0.029 |
6M High / 6M Low: |
0.132 |
0.029 |
High (YTD): |
08/02/2024 |
0.141 |
Low (YTD): |
20/08/2024 |
0.029 |
52W High: |
08/02/2024 |
0.141 |
52W Low: |
20/08/2024 |
0.029 |
Avg. price 1W: |
|
0.032 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.076 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.090 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
116.83% |
Volatility 6M: |
|
125.14% |
Volatility 1Y: |
|
105.48% |
Volatility 3Y: |
|
- |