BVT Call 4 GLEN 20.09.2024
/ DE000VM8XDB5
BVT Call 4 GLEN 20.09.2024/ DE000VM8XDB5 /
| 8/27/2024 10:18:13 AM |
Chg.+0.013 |
Bid1:15:13 PM |
Ask1:15:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.199EUR |
+6.99% |
0.198
Bid Size: 64,000 |
0.208
Ask Size: 64,000 |
Glencore PLC ORD USD... |
4.00 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM8XDB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
1/23/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.11 |
| Time value: |
0.11 |
| Break-even: |
4.95 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
17.01% |
| Delta: |
0.64 |
| Theta: |
0.00 |
| Omega: |
13.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.199 |
| High: |
0.199 |
| Low: |
0.199 |
| Previous Close: |
0.186 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.02% |
| 1 Month |
|
|
-59.39% |
| 3 Months |
|
|
-82.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.151 |
| 1M High / 1M Low: |
0.460 |
0.151 |
| 6M High / 6M Low: |
1.320 |
0.151 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.188 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.737 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
354.96% |
| Volatility 6M: |
|
184.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
