BVT Put 3.4 GLEN 20.09.2024
/ DE000VM94BA7
BVT Put 3.4 GLEN 20.09.2024/ DE000VM94BA7 /
27/08/2024 10:18:02 |
Chg.0.000 |
Bid13:15:29 |
Ask13:03:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.005EUR |
0.00% |
0.004 Bid Size: 86,000 |
0.020 Ask Size: 86,000 |
Glencore PLC ORD USD... |
3.40 GBP |
20/09/2024 |
Put |
Master data
WKN: |
VM94BA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.40 GBP |
Maturity: |
20/09/2024 |
Issue date: |
12/02/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-242.03 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.52 |
Historic volatility: |
0.27 |
Parity: |
-0.82 |
Time value: |
0.02 |
Break-even: |
4.00 |
Moneyness: |
0.83 |
Premium: |
0.17 |
Premium p.a.: |
10.50 |
Spread abs.: |
0.02 |
Spread %: |
300.00% |
Delta: |
-0.07 |
Theta: |
0.00 |
Omega: |
-16.33 |
Rho: |
0.00 |
Quote data
Open: |
0.005 |
High: |
0.005 |
Low: |
0.005 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.67% |
1 Month |
|
|
-61.54% |
3 Months |
|
|
-79.17% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.006 |
0.005 |
1M High / 1M Low: |
0.067 |
0.005 |
6M High / 6M Low: |
0.250 |
0.005 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.051 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
641.16% |
Volatility 6M: |
|
455.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |