BVT Call 5.6 GLEN 20.12.2024
/ DE000VM8AW34
BVT Call 5.6 GLEN 20.12.2024/ DE000VM8AW34 /
| 7/4/2024 2:03:04 PM |
Chg.+0.012 |
Bid4:22:19 PM |
Ask4:22:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.142EUR |
+9.23% |
0.134
Bid Size: 72,000 |
0.144
Ask Size: 72,000 |
Glencore PLC ORD USD... |
5.60 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
VM8AW3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.60 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: |
39.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-1.10 |
| Time value: |
0.14 |
| Break-even: |
6.76 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
10.24% |
| Delta: |
0.24 |
| Theta: |
0.00 |
| Omega: |
9.32 |
| Rho: |
0.01 |
Quote data
| Open: |
0.137 |
| High: |
0.142 |
| Low: |
0.137 |
| Previous Close: |
0.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+75.31% |
| 1 Month |
|
|
-12.88% |
| 3 Months |
|
|
-26.04% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.072 |
| 1M High / 1M Low: |
0.173 |
0.072 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.117 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.86% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
