BVT Call 4.8 GLEN 20.12.2024
/ DE000VM8AW59
BVT Call 4.8 GLEN 20.12.2024/ DE000VM8AW59 /
| 2024-10-03 8:52:10 AM |
Chg.+0.007 |
Bid2:38:15 PM |
Ask2:38:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.121EUR |
+6.14% |
0.105
Bid Size: 84,000 |
0.115
Ask Size: 84,000 |
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: |
38.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.61 |
| Time value: |
0.13 |
| Break-even: |
5.90 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
11.76% |
| Delta: |
0.28 |
| Theta: |
0.00 |
| Omega: |
10.95 |
| Rho: |
0.00 |
Quote data
| Open: |
0.121 |
| High: |
0.121 |
| Low: |
0.121 |
| Previous Close: |
0.114 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+188.10% |
| 1 Month |
|
|
+245.71% |
| 3 Months |
|
|
-73.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.115 |
0.042 |
| 1M High / 1M Low: |
0.115 |
0.016 |
| 6M High / 6M Low: |
0.760 |
0.016 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.095 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.320 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
591.99% |
| Volatility 6M: |
|
304.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
