BVT Call 5 GLEN 20.06.2025
/ DE000VD88CN9
BVT Call 5 GLEN 20.06.2025/ DE000VD88CN9 /
| 2024-07-23 7:52:44 PM |
Chg.-0.060 |
Bid9:44:57 PM |
Ask9:44:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
-15.79% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
5.00 GBP |
2025-06-20 |
Call |
Master data
| WKN: |
VD88CN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-07-04 |
| Last trading day: |
2025-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.27 |
| Parity: |
-0.67 |
| Time value: |
0.39 |
| Break-even: |
6.33 |
| Moneyness: |
0.89 |
| Premium: |
0.20 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
8.33% |
| Delta: |
0.43 |
| Theta: |
0.00 |
| Omega: |
5.78 |
| Rho: |
0.02 |
Quote data
| Open: |
0.320 |
| High: |
0.330 |
| Low: |
0.320 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.89% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
