BVT Put 3.4 GLEN 20.09.2024
/ DE000VM94BA7
BVT Put 3.4 GLEN 20.09.2024/ DE000VM94BA7 /
2024-07-23 7:47:25 PM |
Chg.+0.003 |
Bid8:06:42 PM |
Ask8:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
+33.33% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.40 GBP |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-263.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.27 |
Parity: |
-1.23 |
Time value: |
0.02 |
Break-even: |
4.02 |
Moneyness: |
0.77 |
Premium: |
0.24 |
Premium p.a.: |
2.73 |
Spread abs.: |
0.01 |
Spread %: |
122.22% |
Delta: |
-0.05 |
Theta: |
0.00 |
Omega: |
-12.95 |
Rho: |
0.00 |
Quote data
Open: |
0.012 |
High: |
0.012 |
Low: |
0.011 |
Previous Close: |
0.009 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+71.43% |
1 Month |
|
|
-36.84% |
3 Months |
|
|
-77.78% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.011 |
0.007 |
1M High / 1M Low: |
0.016 |
0.005 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.009 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.010 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
252.72% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |