BVT Call 3.6 GLEN 20.12.2024
/ DE000VD0RDL4
BVT Call 3.6 GLEN 20.12.2024/ DE000VD0RDL4 /
27/08/2024 09:47:04 |
Chg.+0.060 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+8.96% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.60 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
22/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.59 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
0.59 |
Time value: |
0.18 |
Break-even: |
5.02 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
6.94% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
4.93 |
Rho: |
0.01 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.95% |
1 Month |
|
|
-27.72% |
3 Months |
|
|
-53.50% |
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: |
|
- |