BVT Put 4.4 GLEN 20.09.2024/  DE000VM3V0W1  /

EUWAX
25/07/2024  08:54:21 Chg.+0.050 Bid12:24:09 Ask12:24:09 Underlying Strike price Expiration date Option type
0.320EUR +18.52% 0.350
Bid Size: 79,000
0.360
Ask Size: 79,000
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: -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): 27/02/2024 0.960
Low (YTD): 15/07/2024 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:   -