BVT Call 4.2 GLEN 20.06.2025
/ DE000VC0UP79
BVT Call 4.2 GLEN 20.06.2025/ DE000VC0UP79 /
8/27/2024 1:51:59 PM |
Chg.+0.020 |
Bid2:21:16 PM |
Ask2:21:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+4.08% |
0.510 Bid Size: 74,000 |
0.520 Ask Size: 74,000 |
Glencore PLC ORD USD... |
4.20 GBP |
6/20/2025 |
Call |
Master data
WKN: |
VC0UP7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.20 GBP |
Maturity: |
6/20/2025 |
Issue date: |
7/26/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-0.12 |
Time value: |
0.53 |
Break-even: |
5.49 |
Moneyness: |
0.98 |
Premium: |
0.13 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.03 |
Spread %: |
6.00% |
Delta: |
0.56 |
Theta: |
0.00 |
Omega: |
5.12 |
Rho: |
0.02 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.490 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.08% |
1 Month |
|
|
-30.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.510 |
0.460 |
1M High / 1M Low: |
0.710 |
0.430 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.487 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.511 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |