BVT Call 4.6 GLEN 20.12.2024
/ DE000VM8AXC9
BVT Call 4.6 GLEN 20.12.2024/ DE000VM8AXC9 /
| 10/3/2024 8:52:10 AM |
Chg.+0.011 |
Bid3:49:44 PM |
Ask3:49:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.191EUR |
+6.11% |
0.165
Bid Size: 84,000 |
0.175
Ask Size: 84,000 |
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: |
24.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.28 |
| Parity: |
-0.37 |
| Time value: |
0.21 |
| Break-even: |
5.73 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.02 |
| Spread %: |
10.64% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
9.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.191 |
| High: |
0.191 |
| Low: |
0.191 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+141.77% |
| 1 Month |
|
|
+189.39% |
| 3 Months |
|
|
-67.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.079 |
| 1M High / 1M Low: |
0.180 |
0.029 |
| 6M High / 6M Low: |
0.910 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.069 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.32% |
| Volatility 6M: |
|
257.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
