BVT Put 3.6 GLEN 20.12.2024
/ DE000VM94AM4
BVT Put 3.6 GLEN 20.12.2024/ DE000VM94AM4 /
| 27/08/2024 19:52:47 |
Chg.-0.007 |
Bid09:19:37 |
Ask09:19:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
-6.19% |
0.116
Bid Size: 88,000 |
0.126
Ask Size: 88,000 |
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: |
-40.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
-0.59 |
| Time value: |
0.12 |
| Break-even: |
4.13 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
9.01% |
| Delta: |
-0.21 |
| Theta: |
0.00 |
| Omega: |
-8.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.105 |
| High: |
0.106 |
| Low: |
0.104 |
| Previous Close: |
0.113 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.95% |
| 1 Month |
|
|
+0.95% |
| 3 Months |
|
|
+29.27% |
| 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: |
|
- |
