BVT Call 5.4 GLEN 20.12.2024
/ DE000VM8AXY3
BVT Call 5.4 GLEN 20.12.2024/ DE000VM8AXY3 /
2024-07-23 8:00:07 PM |
Chg.-0.020 |
Bid9:43:57 PM |
Ask9:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
-28.99% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.40 GBP |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2024-01-11 |
Last trading day: |
2024-12-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
72.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.27 |
Parity: |
-1.15 |
Time value: |
0.07 |
Break-even: |
6.49 |
Moneyness: |
0.82 |
Premium: |
0.23 |
Premium p.a.: |
0.66 |
Spread abs.: |
0.01 |
Spread %: |
15.87% |
Delta: |
0.16 |
Theta: |
0.00 |
Omega: |
11.87 |
Rho: |
0.00 |
Quote data
Open: |
0.049 |
High: |
0.051 |
Low: |
0.049 |
Previous Close: |
0.069 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-52.43% |
1 Month |
|
|
-63.97% |
3 Months |
|
|
-83.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.103 |
0.049 |
1M High / 1M Low: |
0.194 |
0.049 |
6M High / 6M Low: |
0.400 |
0.049 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.073 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.132 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.186 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
241.05% |
Volatility 6M: |
|
199.90% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |