BVT Call 4.4 GLEN 20.09.2024
/ DE000VM4CEA8
BVT Call 4.4 GLEN 20.09.2024/ DE000VM4CEA8 /
| 6/21/2024 1:45:44 PM |
Chg.-0.030 |
Bid1:50:50 PM |
Ask1:50:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
-6.25% |
0.440
Bid Size: 53,000 |
0.450
Ask Size: 53,000 |
Glencore PLC ORD USD... |
4.40 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
VM4CEA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
4.40 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.20 |
| Time value: |
0.33 |
| Break-even: |
5.73 |
| Moneyness: |
1.04 |
| Premium: |
0.06 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
10.42% |
| Delta: |
0.63 |
| Theta: |
0.00 |
| Omega: |
6.44 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.450 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.27% |
| 1 Month |
|
|
-50.55% |
| 3 Months |
|
|
+21.62% |
| YTD |
|
|
-45.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.380 |
| 1M High / 1M Low: |
0.910 |
0.380 |
| 6M High / 6M Low: |
0.920 |
0.130 |
| High (YTD): |
5/20/2024 |
0.920 |
| Low (YTD): |
2/26/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.503 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.53% |
| Volatility 6M: |
|
162.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
