BVT Put 3.8 GLEN 20.12.2024
/ DE000VM8AWR9
BVT Put 3.8 GLEN 20.12.2024/ DE000VM8AWR9 /
23/08/2024 08:54:17 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
0.187EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.80 GBP |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
11/01/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-26.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.27 |
Parity: |
-0.28 |
Time value: |
0.18 |
Break-even: |
4.30 |
Moneyness: |
0.94 |
Premium: |
0.10 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.01 |
Spread %: |
7.06% |
Delta: |
-0.31 |
Theta: |
0.00 |
Omega: |
-8.07 |
Rho: |
-0.01 |
Quote data
Open: |
0.187 |
High: |
0.187 |
Low: |
0.187 |
Previous Close: |
0.162 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-2.60% |
1 Month |
|
|
+26.35% |
3 Months |
|
|
+37.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.192 |
0.158 |
1M High / 1M Low: |
0.270 |
0.145 |
6M High / 6M Low: |
0.550 |
0.078 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.174 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.195 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.204 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
221.21% |
Volatility 6M: |
|
148.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |