BVT Call 3.8 GLEN 20.09.2024
/ DE000VM94AR3
BVT Call 3.8 GLEN 20.09.2024/ DE000VM94AR3 /
| 8/23/2024 8:58:36 AM |
Chg.- |
Bid9:07:14 AM |
Ask9:07:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
- |
0.390
Bid Size: 46,000 |
0.400
Ask Size: 46,000 |
Glencore PLC ORD USD... |
3.80 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM94AR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.27 |
| Parity: |
0.28 |
| Time value: |
0.15 |
| Break-even: |
4.92 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.05 |
| Spread %: |
13.16% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
7.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.330 |
| High: |
0.330 |
| Low: |
0.330 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.26% |
| 1 Month |
|
|
-52.86% |
| 3 Months |
|
|
-74.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.330 |
| 1M High / 1M Low: |
0.720 |
0.300 |
| 6M High / 6M Low: |
1.540 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.925 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.62% |
| Volatility 6M: |
|
154.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
