BVT Put 3.6 GLEN 20.12.2024
/ DE000VM94AM4
BVT Put 3.6 GLEN 20.12.2024/ DE000VM94AM4 /
8/28/2024 10:21:09 AM |
Chg.+0.012 |
Bid11:13:18 AM |
Ask11:13:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.118EUR |
+11.32% |
0.121 Bid Size: 4,400 |
0.131 Ask Size: 4,400 |
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: |
-41.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-0.60 |
Time value: |
0.12 |
Break-even: |
4.15 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
9.26% |
Delta: |
-0.20 |
Theta: |
0.00 |
Omega: |
-8.33 |
Rho: |
0.00 |
Quote data
Open: |
0.118 |
High: |
0.118 |
Low: |
0.118 |
Previous Close: |
0.106 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.38% |
1 Month |
|
|
+12.38% |
3 Months |
|
|
+43.90% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.125 |
0.105 |
1M High / 1M Low: |
0.214 |
0.105 |
6M High / 6M Low: |
0.410 |
0.052 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.112 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.138 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.145 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
257.31% |
Volatility 6M: |
|
161.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |