BVT Call 4.2 GLEN 20.06.2025
/ DE000VC0UP79
BVT Call 4.2 GLEN 20.06.2025/ DE000VC0UP79 /
| 23/08/2024 08:59:46 |
Chg.- |
Bid09:00:40 |
Ask09:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
- |
0.510
Bid Size: 3,700 |
0.540
Ask Size: 3,700 |
Glencore PLC ORD USD... |
4.20 GBP |
20/06/2025 |
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: |
20/06/2025 |
| Issue date: |
26/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
-0.19 |
| Time value: |
0.53 |
| Break-even: |
5.49 |
| Moneyness: |
0.96 |
| Premium: |
0.15 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.03 |
| Spread %: |
6.00% |
| Delta: |
0.54 |
| Theta: |
0.00 |
| Omega: |
4.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.21% |
| 1 Month |
|
|
-36.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.460 |
| 1M High / 1M Low: |
0.760 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.531 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.41% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
