BVT Call 3.6 GLEN 21.03.2025
/ DE000VC3Q3Q5
BVT Call 3.6 GLEN 21.03.2025/ DE000VC3Q3Q5 /
| 05/11/2024 10:29:42 |
Chg.+0.010 |
Bid13:20:22 |
Ask13:20:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
+1.28% |
0.770
Bid Size: 53,000 |
0.780
Ask Size: 53,000 |
Glencore PLC ORD USD... |
3.60 GBP |
21/03/2025 |
Call |
Master data
| WKN: |
VC3Q3Q |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 GBP |
| Maturity: |
21/03/2025 |
| Issue date: |
11/09/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.28 |
| Parity: |
0.56 |
| Time value: |
0.27 |
| Break-even: |
5.12 |
| Moneyness: |
1.13 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
4.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.33% |
| 1 Month |
|
|
-27.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.750 |
| 1M High / 1M Low: |
1.110 |
0.710 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.782 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.838 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
