BVT Put 3.4 GLEN 20.12.2024
/ DE000VM8AXH8
BVT Put 3.4 GLEN 20.12.2024/ DE000VM8AXH8 /
| 8/27/2024 10:34:28 AM |
Chg.-0.007 |
Bid11:47:51 AM |
Ask11:47:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-9.59% |
0.070
Bid Size: 88,000 |
0.080
Ask Size: 88,000 |
Glencore PLC ORD USD... |
3.40 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
VM8AXH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.40 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-59.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.82 |
| Time value: |
0.08 |
| Break-even: |
3.94 |
| Moneyness: |
0.83 |
| Premium: |
0.19 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-8.60 |
| Rho: |
0.00 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-5.71% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.080 |
0.066 |
| 1M High / 1M Low: |
0.153 |
0.066 |
| 6M High / 6M Low: |
0.320 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.108 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
294.27% |
| Volatility 6M: |
|
175.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
