BVT Call 3.6 GLEN 20.06.2025
/ DE000VC3Q3P7
BVT Call 3.6 GLEN 20.06.2025/ DE000VC3Q3P7 /
| 2024-11-04 8:08:17 PM |
Chg.0.000 |
Bid9:18:04 AM |
Ask9:18:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
0.00% |
0.870
Bid Size: 55,000 |
0.880
Ask Size: 55,000 |
Glencore PLC ORD USD... |
3.60 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
VC3Q3P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-09-11 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.51 |
| Time value: |
0.41 |
| Break-even: |
5.21 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
4.55% |
| Delta: |
0.71 |
| Theta: |
0.00 |
| Omega: |
3.73 |
| Rho: |
0.02 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.870 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.840 |
| 1M High / 1M Low: |
1.180 |
0.800 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.924 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
