BVT Put 4.4 GLEN 20.09.2024
/ DE000VM3V0W1
BVT Put 4.4 GLEN 20.09.2024/ DE000VM3V0W1 /
| 2024-07-23 8:53:48 AM |
Chg.-0.001 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.216EUR |
-0.46% |
-
Bid Size: - |
-
Ask Size: - |
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: |
-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: |
0.216 |
| High: |
0.216 |
| Low: |
0.216 |
| Previous Close: |
0.217 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.80% |
| 1 Month |
|
|
+16.76% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-50.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.217 |
0.125 |
| 1M High / 1M Low: |
0.234 |
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: |
|
0.171 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.40% |
| Volatility 6M: |
|
169.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
