BVT Call 4.2 GLEN 20.09.2024
/ DE000VM4D717
BVT Call 4.2 GLEN 20.09.2024/ DE000VM4D717 /
| 2024-07-26 8:00:31 PM |
Chg.-0.020 |
Bid8:00:31 PM |
Ask8:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-6.06% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.20 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM4D71 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.15 |
| Time value: |
0.21 |
| Break-even: |
5.34 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
12.50% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
9.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.350 |
| High: |
0.350 |
| Low: |
0.310 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.19% |
| 1 Month |
|
|
-42.59% |
| 3 Months |
|
|
-62.65% |
| YTD |
|
|
-67.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.300 |
| 1M High / 1M Low: |
0.830 |
0.300 |
| 6M High / 6M Low: |
1.110 |
0.183 |
| High (YTD): |
2024-05-20 |
1.110 |
| Low (YTD): |
2024-02-26 |
0.183 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.610 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.89% |
| Volatility 6M: |
|
158.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
