BVT Call 3.6 GLEN 20.09.2024
/ DE000VD0RD01
BVT Call 3.6 GLEN 20.09.2024/ DE000VD0RD01 /
8/28/2024 7:52:06 PM |
Chg.-0.090 |
Bid9:52:32 PM |
Ask9:52:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.530EUR |
-14.52% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.60 GBP |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
2/22/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.62 |
Intrinsic value: |
0.60 |
Implied volatility: |
0.52 |
Historic volatility: |
0.27 |
Parity: |
0.60 |
Time value: |
0.06 |
Break-even: |
4.93 |
Moneyness: |
1.14 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.05 |
Spread %: |
8.20% |
Delta: |
0.86 |
Theta: |
0.00 |
Omega: |
6.39 |
Rho: |
0.00 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.510 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.87% |
1 Month |
|
|
-41.76% |
3 Months |
|
|
-67.48% |
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: |
|
0.598 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.611 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.126 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
193.38% |
Volatility 6M: |
|
120.05% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |