BVT Call 5.2 GLCNF 20.09.2024
/ DE000VM3T1P7
BVT Call 5.2 GLCNF 20.09.2024/ DE000VM3T1P7 /
8/6/2024 10:34:48 AM |
Chg.0.000 |
Bid10:34:48 AM |
Ask10:34:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
Glencore Plc |
5.20 - |
9/20/2024 |
Call |
Master data
WKN: |
VM3T1P |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore Plc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.20 - |
Maturity: |
9/20/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
8/6/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
238.53 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
-0.43 |
Time value: |
0.02 |
Break-even: |
5.22 |
Moneyness: |
0.92 |
Premium: |
0.09 |
Premium p.a.: |
2.72 |
Spread abs.: |
0.02 |
Spread %: |
1,900.00% |
Delta: |
0.12 |
Theta: |
0.00 |
Omega: |
29.56 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-83.33% |
3 Months |
|
|
-99.55% |
YTD |
|
|
-99.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.007 |
0.001 |
6M High / 6M Low: |
0.320 |
0.001 |
High (YTD): |
1/2/2024 |
0.330 |
Low (YTD): |
8/6/2024 |
0.001 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.003 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.121 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,060.10% |
Volatility 6M: |
|
401.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |