BVT Call 3.9 GLEN 20.09.2024
/ DE000VM94AQ5
BVT Call 3.9 GLEN 20.09.2024/ DE000VM94AQ5 /
2024-06-21 1:50:30 PM |
Chg.-0.050 |
Bid4:08:49 PM |
Ask4:08:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.910EUR |
-5.21% |
0.890 Bid Size: 42,000 |
0.900 Ask Size: 42,000 |
Glencore PLC ORD USD... |
3.90 GBP |
2024-09-20 |
Call |
Master data
WKN: |
VM94AQ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3.90 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.87 |
Intrinsic value: |
0.79 |
Implied volatility: |
0.52 |
Historic volatility: |
0.28 |
Parity: |
0.79 |
Time value: |
0.24 |
Break-even: |
5.64 |
Moneyness: |
1.17 |
Premium: |
0.05 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.06 |
Spread %: |
6.19% |
Delta: |
0.78 |
Theta: |
0.00 |
Omega: |
4.09 |
Rho: |
0.01 |
Quote data
Open: |
0.950 |
High: |
0.950 |
Low: |
0.910 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+2.25% |
1 Month |
|
|
-35.46% |
3 Months |
|
|
+28.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.820 |
1M High / 1M Low: |
1.410 |
0.820 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.888 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.083 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
95.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |