BVT Put 3.6 GLEN 20.09.2024
/ DE000VM3V0R1
BVT Put 3.6 GLEN 20.09.2024/ DE000VM3V0R1 /
8/27/2024 10:31:36 AM |
Chg.-0.003 |
Bid11:47:51 AM |
Ask11:47:51 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.012EUR |
-20.00% |
0.012 Bid Size: 88,000 |
0.022 Ask Size: 88,000 |
Glencore PLC ORD USD... |
3.60 GBP |
9/20/2024 |
Put |
Master data
WKN: |
VM3V0R |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.60 GBP |
Maturity: |
9/20/2024 |
Issue date: |
10/12/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-210.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.27 |
Parity: |
-0.59 |
Time value: |
0.02 |
Break-even: |
4.23 |
Moneyness: |
0.88 |
Premium: |
0.13 |
Premium p.a.: |
5.08 |
Spread abs.: |
0.01 |
Spread %: |
76.92% |
Delta: |
-0.09 |
Theta: |
0.00 |
Omega: |
-19.71 |
Rho: |
0.00 |
Quote data
Open: |
0.012 |
High: |
0.012 |
Low: |
0.012 |
Previous Close: |
0.015 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-25.00% |
1 Month |
|
|
-57.14% |
3 Months |
|
|
-68.42% |
YTD |
|
|
-93.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.018 |
0.013 |
1M High / 1M Low: |
0.111 |
0.013 |
6M High / 6M Low: |
0.340 |
0.009 |
High (YTD): |
2/26/2024 |
0.360 |
Low (YTD): |
7/12/2024 |
0.009 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.044 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.076 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
586.22% |
Volatility 6M: |
|
322.20% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |