BVT Call 4.6 GLEN 20.06.2025
/ DE000VD95AD9
BVT Call 4.6 GLEN 20.06.2025/ DE000VD95AD9 /
8/27/2024 7:52:42 PM |
Chg.+0.010 |
Bid9:15:12 PM |
Ask9:15:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.310EUR |
+3.33% |
0.300 Bid Size: 9,700 |
0.330 Ask Size: 9,700 |
Glencore PLC ORD USD... |
4.60 GBP |
6/20/2025 |
Call |
Master data
WKN: |
VD95AD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
4.60 GBP |
Maturity: |
6/20/2025 |
Issue date: |
7/17/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.27 |
Parity: |
-0.59 |
Time value: |
0.33 |
Break-even: |
5.76 |
Moneyness: |
0.89 |
Premium: |
0.19 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.42 |
Theta: |
0.00 |
Omega: |
6.14 |
Rho: |
0.01 |
Quote data
Open: |
0.310 |
High: |
0.310 |
Low: |
0.310 |
Previous Close: |
0.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.33% |
1 Month |
|
|
-34.04% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.280 |
1M High / 1M Low: |
0.470 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.297 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.321 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
162.63% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |