BVT Call 3.9 GLEN 20.09.2024
/ DE000VM94AQ5
BVT Call 3.9 GLEN 20.09.2024/ DE000VM94AQ5 /
| 28/08/2024 19:52:01 |
Chg.-0.075 |
Bid21:52:32 |
Ask21:52:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.205EUR |
-26.79% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
3.90 GBP |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.25 |
| Time value: |
0.07 |
| Break-even: |
4.94 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
18.52% |
| Delta: |
0.76 |
| Theta: |
0.00 |
| Omega: |
11.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.227 |
| High: |
0.227 |
| Low: |
0.197 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.09% |
| 1 Month |
|
|
-59.00% |
| 3 Months |
|
|
-82.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.205 |
| 1M High / 1M Low: |
0.560 |
0.205 |
| 6M High / 6M Low: |
1.420 |
0.205 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.246 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.308 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.827 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.06% |
| Volatility 6M: |
|
168.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
