BVT Call 4.2 GLEN 20.12.2024
/ DE000VM8LZJ6
BVT Call 4.2 GLEN 20.12.2024/ DE000VM8LZJ6 /
| 05/11/2024 08:46:44 |
Chg.-0.014 |
Bid11:16:22 |
Ask11:16:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.168EUR |
-7.69% |
0.157
Bid Size: 4,400 |
0.167
Ask Size: 4,400 |
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: |
26.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
-0.15 |
| Time value: |
0.19 |
| Break-even: |
5.19 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.02 |
| Spread %: |
13.50% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
11.54 |
| Rho: |
0.00 |
Quote data
| Open: |
0.168 |
| High: |
0.168 |
| Low: |
0.168 |
| Previous Close: |
0.182 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.08% |
| 1 Month |
|
|
-49.09% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.182 |
0.148 |
| 1M High / 1M Low: |
0.400 |
0.132 |
| 6M High / 6M Low: |
1.230 |
0.096 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.527 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.14% |
| Volatility 6M: |
|
220.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
