BVT Call 4.2 GLEN 20.12.2024
/ DE000VM8LZJ6
BVT Call 4.2 GLEN 20.12.2024/ DE000VM8LZJ6 /
| 03/10/2024 19:54:51 |
Chg.-0.040 |
Bid21:48:07 |
Ask21:48:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-9.30% |
-
Bid Size: - |
-
Ask Size: - |
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: |
11.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.11 |
| Time value: |
0.35 |
| Break-even: |
5.51 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
0.60 |
| Theta: |
0.00 |
| Omega: |
6.71 |
| Rho: |
0.01 |
Quote data
| Open: |
0.390 |
| High: |
0.410 |
| Low: |
0.390 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+174.65% |
| 3 Months |
|
|
-57.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.430 |
0.082 |
| 6M High / 6M Low: |
1.230 |
0.082 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.188 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.645 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.39% |
| Volatility 6M: |
|
218.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
