BVT Call 3.6 GLEN 20.09.2024
/ DE000VD0RD01
BVT Call 3.6 GLEN 20.09.2024/ DE000VD0RD01 /
| 2024-06-14 7:53:35 PM |
Chg.-0.070 |
Bid9:09:44 PM |
Ask9:09:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-5.47% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
3.60 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VD0RD0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.60 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.28 |
| Parity: |
1.23 |
| Time value: |
0.04 |
| Break-even: |
5.54 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.06 |
| Spread %: |
4.96% |
| Delta: |
1.00 |
| Theta: |
0.00 |
| Omega: |
4.32 |
| Rho: |
0.01 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.200 |
| Previous Close: |
1.280 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.03% |
| 1 Month |
|
|
-25.77% |
| 3 Months |
|
|
+27.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
1.210 |
| 1M High / 1M Low: |
1.750 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.312 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
