BVT Call 3.8 GLEN 20.09.2024
/ DE000VM94AR3
BVT Call 3.8 GLEN 20.09.2024/ DE000VM94AR3 /
| 2024-07-23 8:54:47 AM |
Chg.-0.020 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-2.44% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
3.80 GBP |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.75 |
| Time value: |
0.10 |
| Break-even: |
5.36 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.05 |
| Spread %: |
6.25% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
5.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.61% |
| 1 Month |
|
|
-25.23% |
| 3 Months |
|
|
-35.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
0.820 |
| 1M High / 1M Low: |
1.250 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.946 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.070 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
