BVT Call 5.4 GLEN 19.09.2025
/ DE000VC48B38
BVT Call 5.4 GLEN 19.09.2025/ DE000VC48B38 /
| 05/11/2024 10:25:07 |
Chg.+0.001 |
Bid13:17:02 |
Ask13:17:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+0.75% |
0.132
Bid Size: 88,000 |
0.142
Ask Size: 88,000 |
Glencore PLC ORD USD... |
5.40 GBP |
19/09/2025 |
Call |
Master data
| WKN: |
VC48B3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 GBP |
| Maturity: |
19/09/2025 |
| Issue date: |
04/10/2024 |
| Last trading day: |
19/09/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
34.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
-1.58 |
| Time value: |
0.14 |
| Break-even: |
6.57 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
7.58% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
7.29 |
| Rho: |
0.01 |
Quote data
| Open: |
0.134 |
| High: |
0.134 |
| Low: |
0.134 |
| Previous Close: |
0.133 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.88% |
| 1 Month |
|
|
-39.91% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.150 |
0.129 |
| 1M High / 1M Low: |
0.231 |
0.118 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.137 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.152 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
