BVT Put 3.8 GLEN 20.09.2024
/ DE000VM3V0X9
BVT Put 3.8 GLEN 20.09.2024/ DE000VM3V0X9 /
2024-08-27 9:48:42 AM |
Chg.-0.016 |
Bid9:56:42 AM |
Ask9:56:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.036EUR |
-30.77% |
0.035 Bid Size: 86,000 |
0.045 Ask Size: 86,000 |
Glencore PLC ORD USD... |
3.80 GBP |
2024-09-20 |
Put |
Master data
WKN: |
VM3V0X |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.80 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-12 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-91.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.27 |
Parity: |
-0.35 |
Time value: |
0.05 |
Break-even: |
4.44 |
Moneyness: |
0.93 |
Premium: |
0.08 |
Premium p.a.: |
2.38 |
Spread abs.: |
0.01 |
Spread %: |
23.26% |
Delta: |
-0.20 |
Theta: |
0.00 |
Omega: |
-17.90 |
Rho: |
0.00 |
Quote data
Open: |
0.036 |
High: |
0.036 |
Low: |
0.036 |
Previous Close: |
0.052 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-33.33% |
3 Months |
|
|
-43.75% |
YTD |
|
|
-84.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.052 |
0.038 |
1M High / 1M Low: |
0.160 |
0.038 |
6M High / 6M Low: |
0.470 |
0.015 |
High (YTD): |
2024-02-27 |
0.470 |
Low (YTD): |
2024-07-15 |
0.015 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.043 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.082 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
468.98% |
Volatility 6M: |
|
267.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |