BVT Call 3.9 GLEN 20.12.2024
/ DE000VM94AH4
BVT Call 3.9 GLEN 20.12.2024/ DE000VM94AH4 /
| 7/4/2024 8:54:23 AM |
Chg.-0.01 |
Bid10:14:39 AM |
Ask10:14:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.17EUR |
-0.85% |
1.20
Bid Size: 40,000 |
1.21
Ask Size: 40,000 |
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: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
0.91 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.28 |
| Parity: |
0.91 |
| Time value: |
0.34 |
| Break-even: |
5.86 |
| Moneyness: |
1.20 |
| Premium: |
0.06 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
5.04% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
3.44 |
| Rho: |
0.01 |
Quote data
| Open: |
1.17 |
| High: |
1.17 |
| Low: |
1.17 |
| Previous Close: |
1.18 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.39% |
| 1 Month |
|
|
-7.87% |
| 3 Months |
|
|
+8.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.18 |
0.96 |
| 1M High / 1M Low: |
1.27 |
0.95 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
