BVT Call 3.6 GLEN 20.09.2024
/ DE000VD0RD01
BVT Call 3.6 GLEN 20.09.2024/ DE000VD0RD01 /
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: |
|
- |