BVT Call 5.2 GLEN 20.06.2025
/ DE000VD88CR0
BVT Call 5.2 GLEN 20.06.2025/ DE000VD88CR0 /
27/08/2024 13:52:01 |
Chg.+0.007 |
Bid15:16:57 |
Ask15:16:57 |
Underlying |
Strike price |
Expiration date |
Option type |
0.142EUR |
+5.19% |
0.141 Bid Size: 86,000 |
0.151 Ask Size: 86,000 |
Glencore PLC ORD USD... |
5.20 GBP |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
04/07/2024 |
Last trading day: |
20/06/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-1.30 |
Time value: |
0.15 |
Break-even: |
6.29 |
Moneyness: |
0.79 |
Premium: |
0.30 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
7.97% |
Delta: |
0.24 |
Theta: |
0.00 |
Omega: |
7.70 |
Rho: |
0.01 |
Quote data
Open: |
0.142 |
High: |
0.142 |
Low: |
0.142 |
Previous Close: |
0.135 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+4.41% |
1 Month |
|
|
-45.38% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.144 |
0.125 |
1M High / 1M Low: |
0.250 |
0.125 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.135 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.158 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
188.23% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |