BVT Put 3.8 GLEN 20.09.2024/  DE000VM3V0X9  /

Frankfurt Zert./VONT
7/25/2024  10:31:15 AM Chg.+0.015 Bid12:04:47 PM Ask12:04:47 PM Underlying Strike price Expiration date Option type
0.071EUR +26.79% 0.073
Bid Size: 84,000
0.083
Ask Size: 84,000
Glencore PLC ORD USD... 3.80 GBP 9/20/2024 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: 9/20/2024
Issue date: 10/12/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -76.01
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -0.64
Time value: 0.07
Break-even: 4.46
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.29
Spread abs.: 0.01
Spread %: 17.24%
Delta: -0.16
Theta: 0.00
Omega: -11.95
Rho: 0.00
 

Quote data

Open: 0.071
High: 0.071
Low: 0.071
Previous Close: 0.056
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+97.22%
1 Month  
+51.06%
3 Months
  -40.34%
YTD
  -67.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.056 0.035
1M High / 1M Low: 0.056 0.015
6M High / 6M Low: 0.470 0.015
High (YTD): 2/26/2024 0.470
Low (YTD): 7/12/2024 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.044
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   313.54%
Volatility 6M:   204.56%
Volatility 1Y:   -
Volatility 3Y:   -