BVT Put 3.6 GLEN 20.12.2024
/ DE000VM94AM4
BVT Put 3.6 GLEN 20.12.2024/ DE000VM94AM4 /
| 05/11/2024 08:56:49 |
Chg.+0.001 |
Bid20:59:19 |
Ask20:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+1.85% |
0.060
Bid Size: 10,000 |
0.070
Ask Size: 10,000 |
Glencore PLC ORD USD... |
3.60 GBP |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
12/02/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-72.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.28 |
| Parity: |
-0.56 |
| Time value: |
0.07 |
| Break-even: |
4.22 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
1.70 |
| Spread abs.: |
0.01 |
| Spread %: |
17.54% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-12.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.054 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.84% |
| 1 Month |
|
|
-22.54% |
| 3 Months |
|
|
-68.02% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.069 |
0.054 |
| 1M High / 1M Low: |
0.084 |
0.051 |
| 6M High / 6M Low: |
0.250 |
0.051 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.38% |
| Volatility 6M: |
|
205.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
