BVT Put 4.2 GLEN 20.12.2024
/ DE000VC4TWL3
BVT Put 4.2 GLEN 20.12.2024/ DE000VC4TWL3 /
| 2024-11-05 8:47:06 AM |
Chg.+0.010 |
Bid12:59:56 PM |
Ask12:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
+3.70% |
0.290
Bid Size: 3,950 |
0.300
Ask Size: 3,950 |
Glencore PLC ORD USD... |
4.20 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
VC4TWL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.20 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-09-30 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.28 |
| Parity: |
0.15 |
| Time value: |
0.17 |
| Break-even: |
4.68 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
10.34% |
| Delta: |
-0.56 |
| Theta: |
0.00 |
| Omega: |
-8.47 |
| Rho: |
0.00 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+7.69% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.270 |
| 1M High / 1M Low: |
0.380 |
0.209 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.298 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
