BVT Call 3.8 GLEN 20.12.2024
/ DE000VM94AT9
BVT Call 3.8 GLEN 20.12.2024/ DE000VM94AT9 /
| 2024-07-24 2:01:34 PM |
Chg.+0.040 |
Bid2:10:59 PM |
Ask2:10:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.860
Bid Size: 48,000 |
0.870
Ask Size: 48,000 |
Glencore PLC ORD USD... |
3.80 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
VM94AT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.80 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
0.72 |
| Time value: |
0.15 |
| Break-even: |
5.39 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.05 |
| Spread %: |
6.10% |
| Delta: |
0.84 |
| Theta: |
0.00 |
| Omega: |
5.05 |
| Rho: |
0.01 |
Quote data
| Open: |
0.840 |
| High: |
0.860 |
| Low: |
0.840 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.37% |
| 1 Month |
|
|
-22.52% |
| 3 Months |
|
|
-34.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.820 |
| 1M High / 1M Low: |
1.340 |
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: |
|
1.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
