BVT Call 5.2 GLCNF 20.09.2024
/ DE000VM3T1P7
BVT Call 5.2 GLCNF 20.09.2024/ DE000VM3T1P7 /
| 06/08/2024 10:34:48 |
Chg.0.000 |
Bid10:34:48 |
Ask10:34:48 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
5.20 - |
20/09/2024 |
Call |
Master data
| WKN: |
VM3T1P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 - |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
06/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
236.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.28 |
| Parity: |
-0.47 |
| Time value: |
0.02 |
| Break-even: |
5.22 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.76 |
| Spread abs.: |
0.02 |
| Spread %: |
1,900.00% |
| Delta: |
0.12 |
| Theta: |
0.00 |
| Omega: |
28.28 |
| 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 |
|
|
-96.55% |
| 3 Months |
|
|
-99.63% |
| YTD |
|
|
-99.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
0.030 |
0.001 |
| 6M High / 6M Low: |
0.320 |
0.001 |
| High (YTD): |
02/01/2024 |
0.330 |
| Low (YTD): |
06/08/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.009 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
800.14% |
| Volatility 6M: |
|
395.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
