BVT Call 3.7 GLEN 20.12.2024
/ DE000VD0RCV5
BVT Call 3.7 GLEN 20.12.2024/ DE000VD0RCV5 /
| 05/11/2024 08:43:16 |
Chg.-0.030 |
Bid13:32:04 |
Ask13:32:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-5.17% |
0.530
Bid Size: 52,000 |
0.540
Ask Size: 52,000 |
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: |
8.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
0.45 |
| Time value: |
0.14 |
| Break-even: |
5.00 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
9.26% |
| Delta: |
0.75 |
| Theta: |
0.00 |
| Omega: |
6.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.79% |
| 1 Month |
|
|
-27.63% |
| 3 Months |
|
|
-11.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.510 |
| 1M High / 1M Low: |
0.860 |
0.470 |
| 6M High / 6M Low: |
1.710 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.552 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.927 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.51% |
| Volatility 6M: |
|
142.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
