BVT Call 4.4 GLEN 20.09.2024
/ DE000VM4CEA8
BVT Call 4.4 GLEN 20.09.2024/ DE000VM4CEA8 /
| 2024-06-21 8:55:12 AM |
Chg.+0.040 |
Bid6:55:15 PM |
Ask6:55:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+9.09% |
0.400
Bid Size: 7,500 |
0.430
Ask Size: 7,500 |
Glencore PLC ORD USD... |
4.40 GBP |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-09-20 |
| 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: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-47.25% |
| 3 Months |
|
|
+45.45% |
| YTD |
|
|
-40.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.390 |
| 1M High / 1M Low: |
0.910 |
0.390 |
| 6M High / 6M Low: |
0.930 |
0.131 |
| High (YTD): |
2024-05-20 |
0.930 |
| Low (YTD): |
2024-02-28 |
0.131 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.27% |
| Volatility 6M: |
|
178.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
