BVT Call 4.2 GLEN 20.12.2024
/ DE000VM8LZJ6
BVT Call 4.2 GLEN 20.12.2024/ DE000VM8LZJ6 /
27/08/2024 16:50:54 |
Chg.+0.010 |
Bid17:36:10 |
Ask17:36:10 |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+3.85% |
0.260 Bid Size: 10,000 |
0.280 Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.20 GBP |
20/12/2024 |
Call |
Master data
WKN: |
VM8LZJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.20 GBP |
Maturity: |
20/12/2024 |
Issue date: |
18/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.69 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
-0.12 |
Time value: |
0.29 |
Break-even: |
5.25 |
Moneyness: |
0.98 |
Premium: |
0.09 |
Premium p.a.: |
0.30 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
0.50 |
Theta: |
0.00 |
Omega: |
8.35 |
Rho: |
0.01 |
Quote data
Open: |
0.270 |
High: |
0.270 |
Low: |
0.270 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.85% |
1 Month |
|
|
-44.90% |
3 Months |
|
|
-74.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.234 |
1M High / 1M Low: |
0.470 |
0.228 |
6M High / 6M Low: |
1.230 |
0.228 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.259 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.288 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.714 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
220.12% |
Volatility 6M: |
|
143.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |