BVT Call 5.2 GLEN 20.06.2025
/ DE000VD88CR0
BVT Call 5.2 GLEN 20.06.2025/ DE000VD88CR0 /
| 2024-11-04 7:53:20 PM |
Chg.-0.005 |
Bid9:23:14 PM |
Ask9:23:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.096EUR |
-4.95% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
5.20 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
VD88CR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.28 |
| Parity: |
-1.40 |
| Time value: |
0.11 |
| Break-even: |
6.31 |
| Moneyness: |
0.77 |
| Premium: |
0.32 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
9.71% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
8.31 |
| Rho: |
0.01 |
Quote data
| Open: |
0.105 |
| High: |
0.107 |
| Low: |
0.096 |
| Previous Close: |
0.101 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.03% |
| 1 Month |
|
|
-50.52% |
| 3 Months |
|
|
-29.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.096 |
| 1M High / 1M Low: |
0.203 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.121 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
