BVT Call 3.9 GLEN 21.03.2025
/ DE000VC271A9
BVT Call 3.9 GLEN 21.03.2025/ DE000VC271A9 /
| 2024-11-05 8:13:30 AM |
Chg.-0.020 |
Bid2:49:14 PM |
Ask2:49:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-3.64% |
0.520
Bid Size: 62,000 |
0.530
Ask Size: 62,000 |
Glencore PLC ORD USD... |
3.90 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
VC271A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.90 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-09-03 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.21 |
| Time value: |
0.35 |
| Break-even: |
5.21 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
7.69% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
5.55 |
| Rho: |
0.01 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.550 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.500 |
| 1M High / 1M Low: |
0.810 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.594 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
