BVT Call 4.2 GLEN 20.09.2024
/ DE000VM4D717
BVT Call 4.2 GLEN 20.09.2024/ DE000VM4D717 /
08/08/2024 08:11:51 |
Chg.+0.016 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+19.05% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.20 GBP |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
24/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
43.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.28 |
Parity: |
-0.32 |
Time value: |
0.10 |
Break-even: |
4.98 |
Moneyness: |
0.93 |
Premium: |
0.09 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.02 |
Spread %: |
16.85% |
Delta: |
0.31 |
Theta: |
0.00 |
Omega: |
13.80 |
Rho: |
0.00 |
Quote data
Open: |
0.100 |
High: |
0.100 |
Low: |
0.100 |
Previous Close: |
0.084 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.96% |
1 Month |
|
|
-87.50% |
3 Months |
|
|
-87.80% |
YTD |
|
|
-89.36% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.084 |
1M High / 1M Low: |
0.800 |
0.084 |
6M High / 6M Low: |
1.100 |
0.084 |
High (YTD): |
21/05/2024 |
1.100 |
Low (YTD): |
07/08/2024 |
0.084 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.149 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.437 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.591 |
Avg. volume 6M: |
|
45.161 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
264.94% |
Volatility 6M: |
|
201.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |