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: |
|
- |