BVT Call 5 GLEN 20.09.2024
/ DE000VM3T1C5
BVT Call 5 GLEN 20.09.2024/ DE000VM3T1C5 /
| 7/12/2024 8:47:00 AM |
Chg.+0.006 |
Bid10:59:58 AM |
Ask10:59:58 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.146EUR |
+4.29% |
0.152
Bid Size: 72,000 |
0.162
Ask Size: 72,000 |
Glencore PLC ORD USD... |
5.00 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM3T1C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
35.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.28 |
| Parity: |
-0.29 |
| Time value: |
0.16 |
| Break-even: |
6.09 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.02 |
| Spread %: |
15.94% |
| Delta: |
0.38 |
| Theta: |
0.00 |
| Omega: |
13.30 |
| Rho: |
0.00 |
Quote data
| Open: |
0.146 |
| High: |
0.146 |
| Low: |
0.146 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.51% |
| 1 Month |
|
|
-16.57% |
| 3 Months |
|
|
-41.60% |
| YTD |
|
|
-66.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.177 |
0.131 |
| 1M High / 1M Low: |
0.177 |
0.086 |
| 6M High / 6M Low: |
0.440 |
0.040 |
| High (YTD): |
5/20/2024 |
0.440 |
| Low (YTD): |
2/27/2024 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.130 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.71% |
| Volatility 6M: |
|
258.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
