BVT Call 4.8 GLEN 20.12.2024
/ DE000VM8AW59
BVT Call 4.8 GLEN 20.12.2024/ DE000VM8AW59 /
24/07/2024 08:49:46 |
Chg.-0.037 |
Bid09:45:24 |
Ask09:45:24 |
Underlying |
Strike price |
Expiration date |
Option type |
0.175EUR |
-17.45% |
0.182 Bid Size: 80,000 |
0.192 Ask Size: 80,000 |
Glencore PLC ORD USD... |
4.80 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
20/12/2024 |
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: |
0.175 |
High: |
0.175 |
Low: |
0.175 |
Previous Close: |
0.212 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.67% |
1 Month |
|
|
-46.97% |
3 Months |
|
|
-67.59% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.212 |
1M High / 1M Low: |
0.470 |
0.212 |
6M High / 6M Low: |
0.760 |
0.125 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.255 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.359 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.391 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
184.09% |
Volatility 6M: |
|
173.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |