BVT Call 4.8 GLEN 20.12.2024
/ DE000VM8AW59
BVT Call 4.8 GLEN 20.12.2024/ DE000VM8AW59 /
| 2024-07-24 4:51:28 PM |
Chg.+0.005 |
Bid5:44:29 PM |
Ask5:44:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.181EUR |
+2.84% |
0.178
Bid Size: 10,000 |
0.192
Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.80 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
VM8AW5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.80 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
-0.47 |
| Time value: |
0.19 |
| Break-even: |
5.90 |
| Moneyness: |
0.92 |
| Premium: |
0.13 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
10.29% |
| Delta: |
0.36 |
| Theta: |
0.00 |
| Omega: |
9.80 |
| Rho: |
0.01 |
Quote data
| Open: |
0.182 |
| High: |
0.188 |
| Low: |
0.181 |
| Previous Close: |
0.176 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.67% |
| 1 Month |
|
|
-46.76% |
| 3 Months |
|
|
-68.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.300 |
0.176 |
| 1M High / 1M Low: |
0.480 |
0.176 |
| 6M High / 6M Low: |
0.750 |
0.123 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.99% |
| Volatility 6M: |
|
162.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
