BVT Call 5.2 GLEN 20.12.2024
/ DE000VM8AW67
BVT Call 5.2 GLEN 20.12.2024/ DE000VM8AW67 /
| 8/27/2024 9:48:05 AM |
Chg.+0.002 |
Bid3:34:38 PM |
Ask3:34:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
+12.50% |
0.019
Bid Size: 86,000 |
0.029
Ask Size: 86,000 |
Glencore PLC ORD USD... |
5.20 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VM8AW6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.20 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
166.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-1.30 |
| Time value: |
0.03 |
| Break-even: |
6.17 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.16 |
| Spread abs.: |
0.01 |
| Spread %: |
52.63% |
| Delta: |
0.09 |
| Theta: |
0.00 |
| Omega: |
14.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.016 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-77.78% |
| 3 Months |
|
|
-95.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.016 |
| 1M High / 1M Low: |
0.086 |
0.016 |
| 6M High / 6M Low: |
0.500 |
0.016 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.019 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.038 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
357.12% |
| Volatility 6M: |
|
236.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
