BVT Call 4.8 GLEN 20.09.2024/  DE000VM3T1D3  /

Frankfurt Zert./VONT
23/07/2024  20:00:15 Chg.-0.032 Bid21:43:57 Ask21:43:57 Underlying Strike price Expiration date Option type
0.045EUR -41.56% -
Bid Size: -
-
Ask Size: -
Glencore PLC ORD USD... 4.80 GBP 20/09/2024 Call
 

Master data

WKN: VM3T1D
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 4.80 GBP
Maturity: 20/09/2024
Issue date: 11/10/2023
Last trading day: 20/09/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 65.83
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.27
Parity: -0.43
Time value: 0.08
Break-even: 5.78
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.78
Spread abs.: 0.01
Spread %: 17.65%
Delta: 0.26
Theta: 0.00
Omega: 16.87
Rho: 0.00
 

Quote data

Open: 0.047
High: 0.048
Low: 0.045
Previous Close: 0.077
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -64.84%
1 Month
  -73.37%
3 Months
  -88.46%
YTD
  -91.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.129 0.076
1M High / 1M Low: 0.290 0.076
6M High / 6M Low: 0.580 0.062
High (YTD): 20/05/2024 0.580
Low (YTD): 26/02/2024 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.188
Avg. volume 1M:   0.000
Avg. price 6M:   0.256
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   304.44%
Volatility 6M:   231.46%
Volatility 1Y:   -
Volatility 3Y:   -