BVT Call 3.6 GLEN 20.12.2024
/ DE000VD0RDL4
BVT Call 3.6 GLEN 20.12.2024/ DE000VD0RDL4 /
| 8/23/2024 8:44:14 AM |
Chg.- |
Bid9:02:04 AM |
Ask9:02:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
- |
0.730
Bid Size: 2,550 |
0.760
Ask Size: 2,550 |
Glencore PLC ORD USD... |
3.60 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VD0RDL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/22/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
0.52 |
| Time value: |
0.25 |
| Break-even: |
5.02 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
6.94% |
| Delta: |
0.74 |
| Theta: |
0.00 |
| Omega: |
4.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.740 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.84% |
| 1 Month |
|
|
-33.66% |
| 3 Months |
|
|
-57.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
1.010 |
0.620 |
| 6M High / 6M Low: |
1.810 |
0.570 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.720 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.753 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.214 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
161.96% |
| Volatility 6M: |
|
105.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
