BVT Call 3.9 GLEN 20.09.2024
/ DE000VM94AQ5
BVT Call 3.9 GLEN 20.09.2024/ DE000VM94AQ5 /
| 8/27/2024 1:51:51 PM |
Chg.+0.020 |
Bid3:07:52 PM |
Ask3:07:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
+7.41% |
0.290
Bid Size: 52,000 |
0.300
Ask Size: 52,000 |
Glencore PLC ORD USD... |
3.90 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM94AQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.90 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: |
15.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
0.23 |
| Time value: |
0.09 |
| Break-even: |
4.93 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
14.29% |
| Delta: |
0.73 |
| Theta: |
0.00 |
| Omega: |
11.04 |
| Rho: |
0.00 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
-50.85% |
| 3 Months |
|
|
-76.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.228 |
| 1M High / 1M Low: |
0.560 |
0.228 |
| 6M High / 6M Low: |
1.420 |
0.228 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.272 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.829 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.93% |
| Volatility 6M: |
|
164.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
