BVT Call 4.6 GLEN 20.12.2024
/ DE000VM8AXC9
BVT Call 4.6 GLEN 20.12.2024/ DE000VM8AXC9 /
| 8/27/2024 10:20:33 AM |
Chg.+0.006 |
Bid1:18:03 PM |
Ask1:18:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.112EUR |
+5.66% |
0.111
Bid Size: 86,000 |
0.121
Ask Size: 86,000 |
Glencore PLC ORD USD... |
4.60 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VM8AXC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-0.59 |
| Time value: |
0.12 |
| Break-even: |
5.56 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
11.93% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
11.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.112 |
| High: |
0.112 |
| Low: |
0.112 |
| Previous Close: |
0.106 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.90% |
| 1 Month |
|
|
-55.20% |
| 3 Months |
|
|
-84.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.118 |
0.095 |
| 1M High / 1M Low: |
0.240 |
0.095 |
| 6M High / 6M Low: |
0.900 |
0.095 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.462 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.98% |
| Volatility 6M: |
|
170.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
