BVT Call 3.9 GLEN 20.09.2024
/ DE000VM94AQ5
BVT Call 3.9 GLEN 20.09.2024/ DE000VM94AQ5 /
8/27/2024 9:48:44 AM |
Chg.+0.040 |
Bid5:19:02 PM |
Ask5:19:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+16.67% |
0.280 Bid Size: 53,000 |
0.290 Ask Size: 53,000 |
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: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.240 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.15% |
1 Month |
|
|
-53.33% |
3 Months |
|
|
-76.27% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.240 |
1M High / 1M Low: |
0.620 |
0.227 |
6M High / 6M Low: |
1.430 |
0.227 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.290 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.340 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.829 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
316.19% |
Volatility 6M: |
|
169.76% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |