BVT Put 4.4 GLEN 20.12.2024
/ DE000VM8AW18
BVT Put 4.4 GLEN 20.12.2024/ DE000VM8AW18 /
| 8/27/2024 9:48:05 AM |
Chg.-0.050 |
Bid5:19:01 PM |
Ask5:19:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-8.93% |
0.500
Bid Size: 68,000 |
0.510
Ask Size: 68,000 |
Glencore PLC ORD USD... |
4.40 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/11/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.19 |
| Break-even: |
4.65 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
7.84% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-5.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+27.50% |
| 3 Months |
|
|
+64.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.480 |
| 1M High / 1M Low: |
0.680 |
0.390 |
| 6M High / 6M Low: |
1.020 |
0.218 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.512 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.538 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.32% |
| Volatility 6M: |
|
135.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
