BVT Call 3.6 GLEN 20.09.2024/  DE000VD0RD01  /

Frankfurt Zert./VONT
27/08/2024  16:50:58 Chg.+0.030 Bid17:36:39 Ask17:36:39 Underlying Strike price Expiration date Option type
0.630EUR +5.00% 0.610
Bid Size: 5,000
0.650
Ask Size: 5,000
Glencore PLC ORD USD... 3.60 GBP 20/09/2024 Call
 

Master data

WKN: VD0RD0
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 3.60 GBP
Maturity: 20/09/2024
Issue date: 22/02/2024
Last trading day: 20/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 7.33
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.59
Implied volatility: 0.56
Historic volatility: 0.27
Parity: 0.59
Time value: 0.07
Break-even: 4.91
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 8.20%
Delta: 0.84
Theta: 0.00
Omega: 6.15
Rho: 0.00
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.00%
1 Month
  -30.77%
3 Months
  -59.09%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.540
1M High / 1M Low: 0.880 0.470
6M High / 6M Low: 1.750 0.470
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.593
Avg. volume 1W:   0.000
Avg. price 1M:   0.611
Avg. volume 1M:   0.000
Avg. price 6M:   1.125
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.02%
Volatility 6M:   120.56%
Volatility 1Y:   -
Volatility 3Y:   -