BVT Call 3.7 GLEN 20.09.2024
/ DE000VD0RDP5
BVT Call 3.7 GLEN 20.09.2024/ DE000VD0RDP5 /
27/08/2024 09:47:04 |
Chg.+0.060 |
Bid15:04:23 |
Ask15:04:23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+13.64% |
0.520 Bid Size: 44,000 |
0.530 Ask Size: 44,000 |
Glencore PLC ORD USD... |
3.70 GBP |
20/09/2024 |
Call |
Master data
WKN: |
VD0RDP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.70 GBP |
Maturity: |
20/09/2024 |
Issue date: |
22/02/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.50 |
Historic volatility: |
0.27 |
Parity: |
0.47 |
Time value: |
0.08 |
Break-even: |
4.92 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.05 |
Spread %: |
10.00% |
Delta: |
0.81 |
Theta: |
0.00 |
Omega: |
7.11 |
Rho: |
0.00 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.440 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.41% |
1 Month |
|
|
-38.27% |
3 Months |
|
|
-64.03% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.540 |
0.440 |
1M High / 1M Low: |
0.810 |
0.390 |
6M High / 6M Low: |
1.630 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.498 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.532 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.023 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
244.89% |
Volatility 6M: |
|
139.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |