BVT Call 3.9 GLEN 20.06.2025
/ DE000VC271R3
BVT Call 3.9 GLEN 20.06.2025/ DE000VC271R3 /
| 2024-11-04 7:42:00 PM |
Chg.0.000 |
Bid9:17:56 AM |
Ask9:17:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.630
Bid Size: 63,000 |
0.640
Ask Size: 63,000 |
Glencore PLC ORD USD... |
3.90 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
VC271R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.90 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-09-03 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.15 |
| Time value: |
0.53 |
| Break-even: |
5.33 |
| Moneyness: |
1.03 |
| Premium: |
0.11 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
6.25% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
4.42 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.28% |
| 1 Month |
|
|
-30.77% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.610 |
| 1M High / 1M Low: |
0.920 |
0.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
