BVT Call 5.8 GLEN 21.03.2025
/ DE000VD3H1F1
BVT Call 5.8 GLEN 21.03.2025/ DE000VD3H1F1 /
8/27/2024 9:47:38 AM |
Chg.+0.001 |
Bid1:39:26 PM |
Ask1:39:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
+5.26% |
0.022 Bid Size: 86,000 |
0.032 Ask Size: 86,000 |
Glencore PLC ORD USD... |
5.80 GBP |
3/21/2025 |
Call |
Master data
WKN: |
VD3H1F |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
5.80 GBP |
Maturity: |
3/21/2025 |
Issue date: |
4/8/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
156.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-2.01 |
Time value: |
0.03 |
Break-even: |
6.88 |
Moneyness: |
0.71 |
Premium: |
0.42 |
Premium p.a.: |
0.87 |
Spread abs.: |
0.01 |
Spread %: |
47.62% |
Delta: |
0.07 |
Theta: |
0.00 |
Omega: |
11.52 |
Rho: |
0.00 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.019 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-71.43% |
3 Months |
|
|
-92.86% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.024 |
0.019 |
1M High / 1M Low: |
0.074 |
0.019 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
340.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |