BVT Put 3 GLEN 20.12.2024
/ DE000VM94BC3
BVT Put 3 GLEN 20.12.2024/ DE000VM94BC3 /
8/23/2024 8:58:36 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.028EUR |
- |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.00 GBP |
12/20/2024 |
Put |
Master data
WKN: |
VM94BC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.00 GBP |
Maturity: |
12/20/2024 |
Issue date: |
2/12/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-140.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
-1.23 |
Time value: |
0.03 |
Break-even: |
3.51 |
Moneyness: |
0.74 |
Premium: |
0.26 |
Premium p.a.: |
1.09 |
Spread abs.: |
0.01 |
Spread %: |
41.67% |
Delta: |
-0.07 |
Theta: |
0.00 |
Omega: |
-9.36 |
Rho: |
0.00 |
Quote data
Open: |
0.028 |
High: |
0.028 |
Low: |
0.028 |
Previous Close: |
0.023 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.74% |
1 Month |
|
|
+3.70% |
3 Months |
|
|
-24.32% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.023 |
1M High / 1M Low: |
0.062 |
0.023 |
6M High / 6M Low: |
0.189 |
0.013 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.055 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.02% |
Volatility 6M: |
|
194.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |