BVT Call 3.9 GLEN 20.12.2024
/ DE000VM94AH4
BVT Call 3.9 GLEN 20.12.2024/ DE000VM94AH4 /
8/27/2024 1:51:50 PM |
Chg.+0.020 |
Bid3:57:39 PM |
Ask3:57:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+4.35% |
0.460 Bid Size: 62,000 |
0.470 Ask Size: 62,000 |
Glencore PLC ORD USD... |
3.90 GBP |
12/20/2024 |
Call |
Master data
WKN: |
VM94AH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.90 GBP |
Maturity: |
12/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.23 |
Implied volatility: |
0.32 |
Historic volatility: |
0.27 |
Parity: |
0.23 |
Time value: |
0.27 |
Break-even: |
5.11 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.04 |
Spread %: |
8.70% |
Delta: |
0.66 |
Theta: |
0.00 |
Omega: |
6.43 |
Rho: |
0.01 |
Quote data
Open: |
0.480 |
High: |
0.480 |
Low: |
0.480 |
Previous Close: |
0.460 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.35% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-63.64% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.420 |
1M High / 1M Low: |
0.700 |
0.390 |
6M High / 6M Low: |
1.510 |
0.390 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.455 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.481 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.949 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.17% |
Volatility 6M: |
|
119.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |