BVT Call 3.7 GLEN 20.12.2024
/ DE000VD0RCV5
BVT Call 3.7 GLEN 20.12.2024/ DE000VD0RCV5 /
27/08/2024 09:47:04 |
Chg.+0.050 |
Bid15:30:09 |
Ask15:30:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
+8.47% |
0.640 Bid Size: 53,000 |
0.650 Ask Size: 53,000 |
Glencore PLC ORD USD... |
3.70 GBP |
20/12/2024 |
Call |
Master data
WKN: |
VD0RCV |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.70 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: |
7.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.61 |
Intrinsic value: |
0.47 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
0.47 |
Time value: |
0.20 |
Break-even: |
5.04 |
Moneyness: |
1.11 |
Premium: |
0.04 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.04 |
Spread %: |
6.35% |
Delta: |
0.75 |
Theta: |
0.00 |
Omega: |
5.44 |
Rho: |
0.01 |
Quote data
Open: |
0.640 |
High: |
0.640 |
Low: |
0.640 |
Previous Close: |
0.590 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.48% |
1 Month |
|
|
-29.67% |
3 Months |
|
|
-56.76% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.670 |
0.590 |
1M High / 1M Low: |
0.910 |
0.540 |
6M High / 6M Low: |
1.710 |
0.510 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.632 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.666 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.122 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.93% |
Volatility 6M: |
|
110.36% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |