BVT Put 4.2 GLEN 20.09.2024
/ DE000VM3V0V3
BVT Put 4.2 GLEN 20.09.2024/ DE000VM3V0V3 /
7/23/2024 7:52:34 PM |
Chg.+0.042 |
Bid9:43:57 PM |
Ask9:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.161EUR |
+35.29% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.20 GBP |
9/20/2024 |
Put |
Master data
WKN: |
VM3V0V |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.20 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: |
-37.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-0.28 |
Time value: |
0.14 |
Break-even: |
4.85 |
Moneyness: |
0.95 |
Premium: |
0.08 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.01 |
Spread %: |
10.94% |
Delta: |
-0.30 |
Theta: |
0.00 |
Omega: |
-11.15 |
Rho: |
0.00 |
Quote data
Open: |
0.154 |
High: |
0.161 |
Low: |
0.153 |
Previous Close: |
0.119 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+73.12% |
1 Month |
|
|
+31.97% |
3 Months |
|
|
-21.08% |
YTD |
|
|
-54.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.161 |
0.093 |
1M High / 1M Low: |
0.161 |
0.056 |
6M High / 6M Low: |
0.790 |
0.056 |
High (YTD): |
2/26/2024 |
0.790 |
Low (YTD): |
7/12/2024 |
0.056 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.098 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.305 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.46% |
Volatility 6M: |
|
171.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |