BVT Put 3.8 GLEN 20.09.2024
/ DE000VM3V0X9
BVT Put 3.8 GLEN 20.09.2024/ DE000VM3V0X9 /
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: |
|
- |