BVT Put 3.6 GLEN 20.12.2024
/ DE000VM94AM4
BVT Put 3.6 GLEN 20.12.2024/ DE000VM94AM4 /
| 7/23/2024 7:52:46 PM |
Chg.+0.017 |
Bid9:57:50 AM |
Ask9:57:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
+21.25% |
0.093
Bid Size: 80,000 |
0.103
Ask Size: 80,000 |
Glencore PLC ORD USD... |
3.60 GBP |
12/20/2024 |
Put |
Master data
| WKN: |
VM94AM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.60 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/12/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-56.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-0.99 |
| Time value: |
0.09 |
| Break-even: |
4.18 |
| Moneyness: |
0.81 |
| Premium: |
0.21 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
-0.14 |
| Theta: |
0.00 |
| Omega: |
-7.78 |
| Rho: |
0.00 |
Quote data
| Open: |
0.093 |
| High: |
0.097 |
| Low: |
0.093 |
| Previous Close: |
0.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.62% |
| 1 Month |
|
|
+8.99% |
| 3 Months |
|
|
-33.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.097 |
0.071 |
| 1M High / 1M Low: |
0.100 |
0.052 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.083 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
