BVT Call 5 GLEN 20.12.2024
/ DE000VM8AXU1
BVT Call 5 GLEN 20.12.2024/ DE000VM8AXU1 /
| 27/08/2024 09:48:05 |
Chg.+0.004 |
Bid15:35:46 |
Ask15:35:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
+12.90% |
0.037
Bid Size: 86,000 |
0.047
Ask Size: 86,000 |
Glencore PLC ORD USD... |
5.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
VM8AXU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
105.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.27 |
| Parity: |
-1.07 |
| Time value: |
0.05 |
| Break-even: |
5.95 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
13.68 |
| Rho: |
0.00 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.45% |
| 1 Month |
|
|
-71.31% |
| 3 Months |
|
|
-92.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.044 |
0.031 |
| 1M High / 1M Low: |
0.129 |
0.031 |
| 6M High / 6M Low: |
0.620 |
0.031 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.038 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.282 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
309.75% |
| Volatility 6M: |
|
212.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
