BVT Call 4 GLEN 20.12.2024
/ DE000VM8XC64
BVT Call 4 GLEN 20.12.2024/ DE000VM8XC64 /
| 11/5/2024 5:05:36 PM |
Chg.+0.010 |
Bid6:08:47 PM |
Ask6:08:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.280
Bid Size: 10,000 |
0.310
Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VM8XC6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/23/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
0.09 |
| Time value: |
0.24 |
| Break-even: |
5.09 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.04 |
| Spread %: |
13.79% |
| Delta: |
0.59 |
| Theta: |
0.00 |
| Omega: |
8.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-48.28% |
| 3 Months |
|
|
-11.76% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.590 |
0.240 |
| 6M High / 6M Low: |
1.420 |
0.137 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.348 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.663 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
201.91% |
| Volatility 6M: |
|
210.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
