BVT Put 4.4 GLEN 20.12.2024
/ DE000VM8AW18
BVT Put 4.4 GLEN 20.12.2024/ DE000VM8AW18 /
| 05/11/2024 16:52:31 |
Chg.-0.010 |
Bid18:09:22 |
Ask18:09:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
-2.22% |
0.450
Bid Size: 6,700 |
0.480
Ask Size: 6,700 |
Glencore PLC ORD USD... |
4.40 GBP |
20/12/2024 |
Put |
Master data
| WKN: |
VM8AW1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.28 |
| Parity: |
0.39 |
| Time value: |
0.10 |
| Break-even: |
4.75 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.04 |
| Spread %: |
8.89% |
| Delta: |
-0.69 |
| Theta: |
0.00 |
| Omega: |
-6.80 |
| Rho: |
0.00 |
Quote data
| Open: |
0.450 |
| High: |
0.470 |
| Low: |
0.440 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+46.67% |
| 3 Months |
|
|
-36.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.430 |
| 1M High / 1M Low: |
0.550 |
0.290 |
| 6M High / 6M Low: |
0.940 |
0.220 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.453 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.441 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.30% |
| Volatility 6M: |
|
169.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
