BVT Put 4.2 GLEN 20.09.2024
/ DE000VM3V0V3
BVT Put 4.2 GLEN 20.09.2024/ DE000VM3V0V3 /
| 30/08/2024 08:55:22 |
Chg.-0.040 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-13.79% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.20 GBP |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-17.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.25 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.21 |
| Time value: |
0.07 |
| Break-even: |
4.71 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
-0.67 |
| Theta: |
0.00 |
| Omega: |
-11.51 |
| Rho: |
0.00 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.41% |
| 1 Month |
|
|
+40.45% |
| 3 Months |
|
|
+121.24% |
| YTD |
|
|
-30.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.213 |
| 1M High / 1M Low: |
0.420 |
0.178 |
| 6M High / 6M Low: |
0.700 |
0.056 |
| High (YTD): |
27/02/2024 |
0.780 |
| Low (YTD): |
15/07/2024 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.32% |
| Volatility 6M: |
|
230.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
