BVT Call 3.9 GLEN 20.12.2024
/ DE000VM94AH4
BVT Call 3.9 GLEN 20.12.2024/ DE000VM94AH4 /
| 2024-11-05 8:56:49 AM |
Chg.-0.020 |
Bid10:39:51 AM |
Ask10:39:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
0.370
Bid Size: 61,000 |
0.380
Ask Size: 61,000 |
Glencore PLC ORD USD... |
3.90 GBP |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-02-12 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
0.19 |
| Break-even: |
5.05 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.04 |
| Spread %: |
11.11% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
7.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.63% |
| 1 Month |
|
|
-35.09% |
| 3 Months |
|
|
-21.28% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.330 |
| 1M High / 1M Low: |
0.670 |
0.300 |
| 6M High / 6M Low: |
1.520 |
0.188 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.435 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.07% |
| Volatility 6M: |
|
171.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
