BVT Call 45 FCX 20.09.2024
/ DE000VM3L5H3
BVT Call 45 FCX 20.09.2024/ DE000VM3L5H3 /
| 28/08/2024 20:01:06 |
Chg.-0.067 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.092EUR |
-42.14% |
-
Bid Size: - |
-
Ask Size: - |
Freeport McMoRan Inc |
45.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3L5H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Freeport McMoRan Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.30 |
| Parity: |
0.02 |
| Time value: |
0.15 |
| Break-even: |
41.94 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
6.33% |
| Delta: |
0.55 |
| Theta: |
-0.04 |
| Omega: |
13.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.128 |
| High: |
0.128 |
| Low: |
0.092 |
| Previous Close: |
0.159 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.12% |
| 1 Month |
|
|
-61.67% |
| 3 Months |
|
|
-90.21% |
| YTD |
|
|
-80.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.159 |
0.091 |
| 1M High / 1M Low: |
0.240 |
0.070 |
| 6M High / 6M Low: |
1.070 |
0.070 |
| High (YTD): |
20/05/2024 |
1.070 |
| Low (YTD): |
09/08/2024 |
0.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.131 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.124 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.525 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.50% |
| Volatility 6M: |
|
260.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
