BVT Call 4.6 GLEN 20.06.2025
/ DE000VD95AD9
BVT Call 4.6 GLEN 20.06.2025/ DE000VD95AD9 /
| 11/5/2024 8:38:37 AM |
Chg.-0.010 |
Bid9:03:14 AM |
Ask9:03:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.250
Bid Size: 4,400 |
0.280
Ask Size: 4,400 |
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: |
17.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.69 |
| Time value: |
0.27 |
| Break-even: |
5.76 |
| Moneyness: |
0.87 |
| Premium: |
0.20 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.37 |
| Theta: |
0.00 |
| Omega: |
6.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-30.56% |
| 3 Months |
|
|
-21.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.240 |
| 1M High / 1M Low: |
0.410 |
0.219 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
152.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
