BVT Put 4.4 GLEN 20.09.2024
/ DE000VM3V0W1
BVT Put 4.4 GLEN 20.09.2024/ DE000VM3V0W1 /
| 23/07/2024 19:48:03 |
Chg.+0.068 |
Bid08:05:44 |
Ask08:05:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
+33.66% |
0.270
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
Glencore PLC ORD USD... |
4.40 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM3V0W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 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: |
-22.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.04 |
| Time value: |
0.24 |
| Break-even: |
4.99 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
10.65% |
| Delta: |
-0.43 |
| Theta: |
0.00 |
| Omega: |
-9.53 |
| Rho: |
0.00 |
Quote data
| Open: |
0.260 |
| High: |
0.270 |
| Low: |
0.260 |
| Previous Close: |
0.202 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+70.89% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
-3.57% |
| YTD |
|
|
-38.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.158 |
| 1M High / 1M Low: |
0.270 |
0.098 |
| 6M High / 6M Low: |
0.960 |
0.098 |
| High (YTD): |
26/02/2024 |
0.960 |
| Low (YTD): |
12/07/2024 |
0.098 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.207 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.401 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.90% |
| Volatility 6M: |
|
163.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
