BVT Call 4.2 GLEN 20.09.2024
/ DE000VM4D717
BVT Call 4.2 GLEN 20.09.2024/ DE000VM4D717 /
| 2024-06-21 8:11:33 AM |
Chg.+0.050 |
Bid6:55:15 PM |
Ask6:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.660EUR |
+8.20% |
0.560
Bid Size: 5,400 |
0.600
Ask Size: 5,400 |
Glencore PLC ORD USD... |
4.20 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
VM4D71 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.20 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.43 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
0.43 |
| Time value: |
0.29 |
| Break-even: |
5.69 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
7.46% |
| Delta: |
0.70 |
| Theta: |
0.00 |
| Omega: |
5.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.660 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.35% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
+46.67% |
| YTD |
|
|
-29.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.550 |
| 1M High / 1M Low: |
1.100 |
0.550 |
| 6M High / 6M Low: |
1.100 |
0.181 |
| High (YTD): |
2024-05-21 |
1.100 |
| Low (YTD): |
2024-02-27 |
0.181 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.811 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.636 |
| Avg. volume 6M: |
|
45.902 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.50% |
| Volatility 6M: |
|
163.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
