BVT Call 5 GLEN 21.03.2025
/ DE000VD3H1W6
BVT Call 5 GLEN 21.03.2025/ DE000VD3H1W6 /
| 11/5/2024 8:48:58 AM |
Chg.-0.006 |
Bid10:40:42 AM |
Ask10:40:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-8.57% |
0.064
Bid Size: 88,000 |
0.074
Ask Size: 88,000 |
Glencore PLC ORD USD... |
5.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
VD3H1W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
5.00 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: |
67.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-1.10 |
| Time value: |
0.07 |
| Break-even: |
6.03 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
0.17 |
| Theta: |
0.00 |
| Omega: |
11.20 |
| Rho: |
0.00 |
Quote data
| Open: |
0.064 |
| High: |
0.064 |
| Low: |
0.064 |
| Previous Close: |
0.070 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.33% |
| 1 Month |
|
|
-53.96% |
| 3 Months |
|
|
-53.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.073 |
0.062 |
| 1M High / 1M Low: |
0.163 |
0.055 |
| 6M High / 6M Low: |
0.770 |
0.043 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.069 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.278 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
227.06% |
| Volatility 6M: |
|
212.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
