BVT Call 4.2 GLEN 21.03.2025
/ DE000VC0UP87
BVT Call 4.2 GLEN 21.03.2025/ DE000VC0UP87 /
| 10/3/2024 8:57:26 AM |
Chg.+0.020 |
Bid2:38:11 PM |
Ask2:38:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
0.540
Bid Size: 62,000 |
0.550
Ask Size: 62,000 |
Glencore PLC ORD USD... |
4.20 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
VC0UP8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
7/26/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.11 |
| Time value: |
0.51 |
| Break-even: |
5.67 |
| Moneyness: |
1.02 |
| Premium: |
0.10 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.04 |
| Spread %: |
6.90% |
| Delta: |
0.61 |
| Theta: |
0.00 |
| Omega: |
5.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.11% |
| 1 Month |
|
|
+81.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.360 |
| 1M High / 1M Low: |
0.570 |
0.189 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
