BVT Call 4.4 GLEN 20.12.2024
/ DE000VM8GNJ2
BVT Call 4.4 GLEN 20.12.2024/ DE000VM8GNJ2 /
| 11/5/2024 8:55:14 AM |
Chg.-0.010 |
Bid11:09:56 AM |
Ask11:09:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
0.087
Bid Size: 4,400 |
0.097
Ask Size: 4,400 |
Glencore PLC ORD USD... |
4.40 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VM8GNJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
48.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.39 |
| Time value: |
0.10 |
| Break-even: |
5.34 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.01 |
| Spread %: |
14.94% |
| Delta: |
0.29 |
| Theta: |
0.00 |
| Omega: |
14.12 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-58.72% |
| 3 Months |
|
|
-56.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.080 |
| 1M High / 1M Low: |
0.270 |
0.070 |
| 6M High / 6M Low: |
1.070 |
0.052 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
262.18% |
| Volatility 6M: |
|
245.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
