BVT Put 4.4 GLEN 20.09.2024
/ DE000VM3V0W1
BVT Put 4.4 GLEN 20.09.2024/ DE000VM3V0W1 /
2024-07-25 8:54:21 AM |
Chg.+0.050 |
Bid11:26:42 AM |
Ask11:26:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+18.52% |
0.340 Bid Size: 79,000 |
0.350 Ask Size: 79,000 |
Glencore PLC ORD USD... |
4.40 GBP |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-10-12 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
0.07 |
Time value: |
0.24 |
Break-even: |
4.93 |
Moneyness: |
1.01 |
Premium: |
0.05 |
Premium p.a.: |
0.34 |
Spread abs.: |
0.03 |
Spread %: |
10.71% |
Delta: |
-0.49 |
Theta: |
0.00 |
Omega: |
-8.24 |
Rho: |
0.00 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.270 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+111.92% |
1 Month |
|
|
+70.21% |
3 Months |
|
|
+18.52% |
YTD |
|
|
-27.27% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.270 |
0.151 |
1M High / 1M Low: |
0.270 |
0.098 |
6M High / 6M Low: |
0.960 |
0.098 |
High (YTD): |
2024-02-27 |
0.960 |
Low (YTD): |
2024-07-15 |
0.098 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.159 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.400 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.03% |
Volatility 6M: |
|
172.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |