BVT Call 4.6 GLEN 21.03.2025
/ DE000VD3H083
BVT Call 4.6 GLEN 21.03.2025/ DE000VD3H083 /
| 11/5/2024 10:10:50 AM |
Chg.+0.002 |
Bid12:59:57 PM |
Ask12:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
+1.33% |
0.149
Bid Size: 4,400 |
0.159
Ask Size: 4,400 |
Glencore PLC ORD USD... |
4.60 GBP |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/8/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-0.63 |
| Time value: |
0.17 |
| Break-even: |
5.64 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
10.00% |
| Delta: |
0.31 |
| Theta: |
0.00 |
| Omega: |
9.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.152 |
| High: |
0.152 |
| Low: |
0.152 |
| Previous Close: |
0.150 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.01% |
| 1 Month |
|
|
-52.50% |
| 3 Months |
|
|
-27.27% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.175 |
0.149 |
| 1M High / 1M Low: |
0.330 |
0.134 |
| 6M High / 6M Low: |
1.060 |
0.086 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.156 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.433 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.72% |
| Volatility 6M: |
|
191.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
