BVT Put 3.4 GLEN 20.09.2024
/ DE000VM94BA7
BVT Put 3.4 GLEN 20.09.2024/ DE000VM94BA7 /
| 27/08/2024 09:48:44 |
Chg.-0.001 |
Bid15:46:40 |
Ask15:46:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-16.67% |
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: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-61.54% |
| 3 Months |
|
|
-81.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.007 |
0.006 |
| 1M High / 1M Low: |
0.053 |
0.006 |
| 6M High / 6M Low: |
0.260 |
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: |
|
0.053 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
594.54% |
| Volatility 6M: |
|
307.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
