BVT Put 3.8 GLEN 20.12.2024/  DE000VM8AWR9  /

Frankfurt Zert./VONT
7/23/2024  7:52:47 PM Chg.+0.024 Bid9:43:57 PM Ask9:43:57 PM Underlying Strike price Expiration date Option type
0.142EUR +20.34% -
Bid Size: -
-
Ask Size: -
Glencore PLC ORD USD... 3.80 GBP 12/20/2024 Put
 

Master data

WKN: VM8AWR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Glencore PLC ORD USD0.01
Type: Warrant
Option type: Put
Strike price: 3.80 GBP
Maturity: 12/20/2024
Issue date: 1/11/2024
Last trading day: 12/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -39.59
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.27
Parity: -0.75
Time value: 0.13
Break-even: 4.38
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 8.13%
Delta: -0.19
Theta: 0.00
Omega: -7.47
Rho: 0.00
 

Quote data

Open: 0.137
High: 0.142
Low: 0.137
Previous Close: 0.118
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.54%
1 Month  
+12.70%
3 Months
  -24.87%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.142 0.104
1M High / 1M Low: 0.142 0.078
6M High / 6M Low: 0.550 0.078
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.121
Avg. volume 1W:   0.000
Avg. price 1M:   0.107
Avg. volume 1M:   0.000
Avg. price 6M:   0.249
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   158.39%
Volatility 6M:   122.35%
Volatility 1Y:   -
Volatility 3Y:   -