BVT Call 6 GLEN 20.12.2024
/ DE000VD3VU68
BVT Call 6 GLEN 20.12.2024/ DE000VD3VU68 /
| 04/07/2024 10:22:49 |
Chg.+0.002 |
Bid10:27:18 |
Ask10:27:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
+3.28% |
0.063
Bid Size: 72,000 |
0.073
Ask Size: 72,000 |
Glencore PLC ORD USD... |
6.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
VD3VU6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
79.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.28 |
| Parity: |
-1.57 |
| Time value: |
0.07 |
| Break-even: |
7.16 |
| Moneyness: |
0.78 |
| Premium: |
0.30 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
10.94 |
| Rho: |
0.00 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.063 |
| Previous Close: |
0.061 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.00% |
| 1 Month |
|
|
-26.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.061 |
0.030 |
| 1M High / 1M Low: |
0.090 |
0.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.058 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
