BVT Put 3.4 GLEN 20.12.2024
/ DE000VM8AXH8
BVT Put 3.4 GLEN 20.12.2024/ DE000VM8AXH8 /
03/10/2024 08:52:10 |
Chg.-0.005 |
Bid15:26:05 |
Ask15:26:05 |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
-12.50% |
0.037 Bid Size: 84,000 |
0.047 Ask Size: 84,000 |
Glencore PLC ORD USD... |
3.40 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-112.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.42 |
Historic volatility: |
0.28 |
Parity: |
-1.07 |
Time value: |
0.05 |
Break-even: |
4.04 |
Moneyness: |
0.79 |
Premium: |
0.22 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.01 |
Spread %: |
27.78% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-10.20 |
Rho: |
0.00 |
Quote data
Open: |
0.035 |
High: |
0.035 |
Low: |
0.035 |
Previous Close: |
0.040 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-41.67% |
1 Month |
|
|
-50.70% |
3 Months |
|
|
-16.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.060 |
0.040 |
1M High / 1M Low: |
0.169 |
0.040 |
6M High / 6M Low: |
0.169 |
0.034 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.046 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.103 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
296.57% |
Volatility 6M: |
|
199.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |