BVT Call 6.2 GLEN 21.03.2025
/ DE000VD3VU19
BVT Call 6.2 GLEN 21.03.2025/ DE000VD3VU19 /
2024-07-25 8:53:18 AM |
Chg.-0.005 |
Bid10:03:10 AM |
Ask10:03:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
-16.13% |
0.026 Bid Size: 82,000 |
0.036 Ask Size: 82,000 |
Glencore PLC ORD USD... |
6.20 GBP |
2025-03-21 |
Call |
Master data
WKN: |
VD3VU1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.20 GBP |
Maturity: |
2025-03-21 |
Issue date: |
2024-04-11 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
123.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.27 |
Parity: |
-2.21 |
Time value: |
0.04 |
Break-even: |
7.42 |
Moneyness: |
0.70 |
Premium: |
0.44 |
Premium p.a.: |
0.74 |
Spread abs.: |
0.01 |
Spread %: |
31.25% |
Delta: |
0.09 |
Theta: |
0.00 |
Omega: |
10.57 |
Rho: |
0.00 |
Quote data
Open: |
0.026 |
High: |
0.026 |
Low: |
0.026 |
Previous Close: |
0.031 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-62.32% |
1 Month |
|
|
-69.77% |
3 Months |
|
|
-87.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.031 |
1M High / 1M Low: |
0.118 |
0.031 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.047 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |