BVT Call 4.4 GLEN 21.03.2025
/ DE000VC0F5P8
BVT Call 4.4 GLEN 21.03.2025/ DE000VC0F5P8 /
| 11/5/2024 10:32:55 AM |
Chg.+0.004 |
Bid10:47:45 AM |
Ask10:47:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.225EUR |
+1.81% |
0.224
Bid Size: 88,000 |
0.234
Ask Size: 88,000 |
Glencore PLC ORD USD... |
4.40 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
VC0F5P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
7/22/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.39 |
| Time value: |
0.24 |
| Break-even: |
5.48 |
| Moneyness: |
0.93 |
| Premium: |
0.13 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.02 |
| Spread %: |
9.50% |
| Delta: |
0.40 |
| Theta: |
0.00 |
| Omega: |
8.09 |
| Rho: |
0.01 |
Quote data
| Open: |
0.225 |
| High: |
0.225 |
| Low: |
0.225 |
| Previous Close: |
0.221 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.13% |
| 1 Month |
|
|
-47.67% |
| 3 Months |
|
|
-19.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.212 |
| 1M High / 1M Low: |
0.450 |
0.197 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.227 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.91% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
