BVT Call 5.4 GLEN 20.09.2024
/ DE000VM3T053
BVT Call 5.4 GLEN 20.09.2024/ DE000VM3T053 /
| 04/07/2024 08:46:30 |
Chg.-0.003 |
Bid10:11:20 |
Ask10:11:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.046EUR |
-6.12% |
0.053
Bid Size: 72,000 |
0.063
Ask Size: 72,000 |
Glencore PLC ORD USD... |
5.40 GBP |
20/09/2024 |
Call |
Master data
| WKN: |
VM3T05 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.40 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
91.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
-0.86 |
| Time value: |
0.06 |
| Break-even: |
6.44 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
15.14 |
| Rho: |
0.00 |
Quote data
| Open: |
0.046 |
| High: |
0.046 |
| Low: |
0.046 |
| Previous Close: |
0.049 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.00% |
| 1 Month |
|
|
-60.34% |
| 3 Months |
|
|
-61.02% |
| YTD |
|
|
-83.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.049 |
0.021 |
| 1M High / 1M Low: |
0.116 |
0.021 |
| 6M High / 6M Low: |
0.250 |
0.016 |
| High (YTD): |
02/01/2024 |
0.260 |
| Low (YTD): |
05/03/2024 |
0.016 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.102 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
436.59% |
| Volatility 6M: |
|
325.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
