BVT Call 4.6 GLEN 20.12.2024
/ DE000VM8AXC9
BVT Call 4.6 GLEN 20.12.2024/ DE000VM8AXC9 /
7/23/2024 7:52:37 PM |
Chg.-0.070 |
Bid9:41:58 PM |
Ask9:41:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
-21.88% |
- Bid Size: - |
- Ask Size: - |
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: |
15.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.32 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-0.20 |
Time value: |
0.33 |
Break-even: |
5.79 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
10.00% |
Delta: |
0.49 |
Theta: |
0.00 |
Omega: |
7.79 |
Rho: |
0.01 |
Quote data
Open: |
0.260 |
High: |
0.260 |
Low: |
0.250 |
Previous Close: |
0.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-39.02% |
1 Month |
|
|
-45.65% |
3 Months |
|
|
-64.29% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.250 |
1M High / 1M Low: |
0.620 |
0.250 |
6M High / 6M Low: |
0.900 |
0.161 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.326 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.469 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.491 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
176.59% |
Volatility 6M: |
|
150.44% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |