BVT Call 4.4 GLEN 20.06.2025
/ DE000VC0F5N3
BVT Call 4.4 GLEN 20.06.2025/ DE000VC0F5N3 /
| 27/08/2024 16:42:50 |
Chg.+0.020 |
Bid17:31:19 |
Ask17:31:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+5.41% |
0.390
Bid Size: 385 |
0.430
Ask Size: 385 |
Glencore PLC ORD USD... |
4.40 GBP |
20/06/2025 |
Call |
Master data
| WKN: |
VC0F5N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.36 |
| Time value: |
0.42 |
| Break-even: |
5.62 |
| Moneyness: |
0.93 |
| Premium: |
0.16 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
7.69% |
| Delta: |
0.49 |
| Theta: |
0.00 |
| Omega: |
5.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
-35.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.350 |
| 1M High / 1M Low: |
0.580 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.375 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.404 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
