BVT Call 3.9 GLEN 20.12.2024
/ DE000VM94AH4
BVT Call 3.9 GLEN 20.12.2024/ DE000VM94AH4 /
| 03/07/2024 19:54:09 |
Chg.+0.120 |
Bid08:11:17 |
Ask08:11:17 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.200EUR |
+11.11% |
1.170
Bid Size: 5,000 |
1.200
Ask Size: 5,000 |
Glencore PLC ORD USD... |
3.90 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
0.81 |
| Time value: |
0.32 |
| Break-even: |
5.73 |
| Moneyness: |
1.18 |
| Premium: |
0.06 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.05 |
| Spread %: |
4.63% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
3.72 |
| Rho: |
0.01 |
Quote data
| Open: |
1.190 |
| High: |
1.220 |
| Low: |
1.170 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.66% |
| 1 Month |
|
|
+4.35% |
| 3 Months |
|
|
+7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
0.910 |
| 1M High / 1M Low: |
1.220 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.060 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
