BVT Put 3.8 GLEN 20.09.2024
/ DE000VM3V0X9
BVT Put 3.8 GLEN 20.09.2024/ DE000VM3V0X9 /
| 23/08/2024 08:57:51 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
3.80 GBP |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-90.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.28 |
| Time value: |
0.05 |
| Break-even: |
4.43 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
23.26% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-19.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.00% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-76.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.038 |
| 1M High / 1M Low: |
0.160 |
0.038 |
| 6M High / 6M Low: |
0.470 |
0.015 |
| High (YTD): |
27/02/2024 |
0.470 |
| Low (YTD): |
15/07/2024 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.118 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.35% |
| Volatility 6M: |
|
266.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
