BVT Call 4.6 GLEN 21.03.2025
/ DE000VD3H083
BVT Call 4.6 GLEN 21.03.2025/ DE000VD3H083 /
| 2024-07-23 7:45:32 PM |
Chg.-0.080 |
Bid9:44:57 PM |
Ask9:44:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-17.02% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.60 GBP |
2025-03-21 |
Call |
Master data
| WKN: |
VD3H08 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.60 GBP |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2025-03-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.27 |
| Parity: |
-0.20 |
| Time value: |
0.48 |
| Break-even: |
5.94 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
6.67% |
| Delta: |
0.53 |
| Theta: |
0.00 |
| Omega: |
5.79 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.58% |
| 1 Month |
|
|
-33.90% |
| 3 Months |
|
|
-51.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.450 |
| 1M High / 1M Low: |
0.780 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.636 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
