BVT Put 4.4 GLEN 20.09.2024/  DE000VM3V0W1  /

EUWAX
8/29/2024  8:55:18 AM Chg.+0.080 Bid5:13:03 PM Ask5:13:03 PM Underlying Strike price Expiration date Option type
0.500EUR +19.05% 0.480
Bid Size: 47,000
0.490
Ask Size: 47,000
Glencore PLC ORD USD... 4.40 GBP 9/20/2024 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: 9/20/2024
Issue date: 10/12/2023
Last trading day: 9/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -8.40
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.43
Implied volatility: 0.65
Historic volatility: 0.27
Parity: 0.43
Time value: 0.14
Break-even: 4.65
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.62
Spread abs.: 0.05
Spread %: 9.62%
Delta: -0.67
Theta: -0.01
Omega: -5.64
Rho: 0.00
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+92.31%
3 Months  
+216.46%
YTD  
+13.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.400
1M High / 1M Low: 0.610 0.260
6M High / 6M Low: 0.880 0.098
High (YTD): 2/27/2024 0.960
Low (YTD): 7/15/2024 0.098
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.440
Avg. volume 1M:   0.000
Avg. price 6M:   0.331
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   277.13%
Volatility 6M:   204.33%
Volatility 1Y:   -
Volatility 3Y:   -