BVT Call 3.6 GLEN 20.09.2024
/ DE000VD0RD01
BVT Call 3.6 GLEN 20.09.2024/ DE000VD0RD01 /
| 2024-07-04 8:41:50 AM |
Chg.-0.01 |
Bid10:00:01 PM |
Ask10:00:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.41EUR |
-0.70% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
3.60 GBP |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.28 |
| Parity: |
1.26 |
| Time value: |
0.23 |
| Break-even: |
5.74 |
| Moneyness: |
1.30 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
4.20% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
3.08 |
| Rho: |
0.01 |
Quote data
| Open: |
1.41 |
| High: |
1.41 |
| Low: |
1.41 |
| Previous Close: |
1.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.49% |
| 1 Month |
|
|
-5.37% |
| 3 Months |
|
|
+12.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
1.16 |
| 1M High / 1M Low: |
1.49 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
