BVT Call 5.4 GLEN 20.12.2024
/ DE000VM8AXY3
BVT Call 5.4 GLEN 20.12.2024/ DE000VM8AXY3 /
03/10/2024 20:01:18 |
Chg.-0.004 |
Bid21:47:45 |
Ask21:47:45 |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-18.18% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.40 GBP |
20/12/2024 |
Call |
Master data
WKN: |
VM8AXY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.40 GBP |
Maturity: |
20/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
166.39 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
-1.33 |
Time value: |
0.03 |
Break-even: |
6.52 |
Moneyness: |
0.80 |
Premium: |
0.26 |
Premium p.a.: |
1.99 |
Spread abs.: |
0.01 |
Spread %: |
47.62% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
14.77 |
Rho: |
0.00 |
Quote data
Open: |
0.018 |
High: |
0.020 |
Low: |
0.017 |
Previous Close: |
0.022 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
+260.00% |
3 Months |
|
|
-90.16% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.023 |
0.016 |
1M High / 1M Low: |
0.023 |
0.002 |
6M High / 6M Low: |
0.400 |
0.002 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.020 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.008 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.144 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
818.66% |
Volatility 6M: |
|
412.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |