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BVT Put 0.7 VOD 20.12.2024/  DE000VU9DSE7  /

EUWAX
10/7/2024  8:39:32 AM Chg.0.000 Bid9:40:23 AM Ask9:40:23 AM Underlying Strike price Expiration date Option type
0.028EUR 0.00% 0.031
Bid Size: 250,000		 0.041
Ask Size: 250,000		 Vodafone Group PLC O... 0.70 GBP 12/20/2024 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: 12/20/2024
Issue date: 7/5/2023
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -22.62
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.26
Parity: -0.04
Time value: 0.04
Break-even: 0.80
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 0.57
Spread abs.: 0.01
Spread %: 34.48%
Delta: -0.34
Theta: 0.00
Omega: -7.63
Rho: 0.00
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month  
+27.27%
3 Months
  -54.10%
YTD
  -74.77%
1 Year
  -72.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.028 0.023
1M High / 1M Low: 0.028 0.019
6M High / 6M Low: 0.126 0.019
High (YTD): 2/8/2024 0.141
Low (YTD): 9/19/2024 0.019
52W High: 2/8/2024 0.141
52W Low: 9/19/2024 0.019
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.059
Avg. volume 6M:   0.000
Avg. price 1Y:   0.083
Avg. volume 1Y:   0.000
Volatility 1M:   194.94%
Volatility 6M:   144.27%
Volatility 1Y:   119.60%
Volatility 3Y:   -