BVT Call 4.2 GLEN 19.09.2025
/ DE000VC48BN7
BVT Call 4.2 GLEN 19.09.2025/ DE000VC48BN7 /
| 2024-11-04 8:06:16 PM |
Chg.-0.010 |
Bid9:16:06 AM |
Ask9:16:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-1.85% |
0.540
Bid Size: 76,000 |
0.550
Ask Size: 76,000 |
Glencore PLC ORD USD... |
4.20 GBP |
2025-09-19 |
Call |
Master data
| WKN: |
VC48BN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
2025-09-19 |
| Issue date: |
2024-10-04 |
| Last trading day: |
2025-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.21 |
| Time value: |
0.58 |
| Break-even: |
5.59 |
| Moneyness: |
0.96 |
| Premium: |
0.16 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
5.45% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
4.51 |
| Rho: |
0.02 |
Quote data
| Open: |
0.560 |
| High: |
0.560 |
| Low: |
0.530 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.92% |
| 1 Month |
|
|
-31.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.510 |
| 1M High / 1M Low: |
0.790 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.538 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.577 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
