BVT Call 3.6 GLEN 20.12.2024
/ DE000VD0RDL4
BVT Call 3.6 GLEN 20.12.2024/ DE000VD0RDL4 /
| 2024-07-04 10:23:14 AM |
Chg.+0.020 |
Bid12:19:54 PM |
Ask12:19:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.530EUR |
+1.32% |
1.520
Bid Size: 38,000 |
1.530
Ask Size: 38,000 |
Glencore PLC ORD USD... |
3.60 GBP |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.36 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.28 |
| Parity: |
1.26 |
| Time value: |
0.29 |
| Break-even: |
5.80 |
| Moneyness: |
1.30 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.06 |
| Spread %: |
4.03% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
2.95 |
| Rho: |
0.01 |
Quote data
| Open: |
1.530 |
| High: |
1.530 |
| Low: |
1.530 |
| Previous Close: |
1.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.41% |
| 1 Month |
|
|
+6.25% |
| 3 Months |
|
|
+10.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.510 |
1.190 |
| 1M High / 1M Low: |
1.520 |
1.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.349 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
