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BVT Call 5.8 GLEN 20.09.2024/  DE000VM3T1J0  /

Frankfurt Zert./VONT
2024-07-11  7:42:03 PM Chg.-0.001 Bid9:48:38 AM Ask9:05:03 AM Underlying Strike price Expiration date Option type
0.007EUR -12.50% 0.007
Bid Size: 72,000		 0.020
Ask Size: 72,000		 Glencore PLC ORD USD... 5.80 GBP 2024-09-20 Call
 

Master data

WKN: VM3T1J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Call
Strike price: 5.80 GBP
Maturity: 2024-09-20
Issue date: 2023-10-11
Last trading day: 2024-09-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 282.30
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.28
Parity: -1.24
Time value: 0.02
Break-even: 6.90
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 1.85
Spread abs.: 0.01
Spread %: 185.71%
Delta: 0.07
Theta: 0.00
Omega: 19.29
Rho: 0.00
 

Quote data

Open: 0.009
High: 0.009
Low: 0.006
Previous Close: 0.008
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.15%
1 Month
  -58.82%
3 Months
  -93.75%
YTD
  -96.11%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.007
1M High / 1M Low: 0.017 0.004
6M High / 6M Low: 0.116 0.004
High (YTD): 2024-01-02 0.163
Low (YTD): 2024-06-28 0.004
52W High: - -
52W Low: - -
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   466.61%
Volatility 6M:   393.45%
Volatility 1Y:   -
Volatility 3Y:   -