BVT Put 4.4 GLEN 20.12.2024
/ DE000VM8AW18
BVT Put 4.4 GLEN 20.12.2024/ DE000VM8AW18 /
23/08/2024 08:54:18 |
Chg.- |
Bid08:04:15 |
Ask08:04:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.560EUR |
- |
0.470 Bid Size: 7,000 |
0.490 Ask Size: 7,000 |
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: |
-8.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.42 |
Implied volatility: |
0.30 |
Historic volatility: |
0.27 |
Parity: |
0.42 |
Time value: |
0.13 |
Break-even: |
4.64 |
Moneyness: |
1.09 |
Premium: |
0.03 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.04 |
Spread %: |
7.84% |
Delta: |
-0.64 |
Theta: |
0.00 |
Omega: |
-5.51 |
Rho: |
-0.01 |
Quote data
Open: |
0.560 |
High: |
0.560 |
Low: |
0.560 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+16.67% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
+80.65% |
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: |
|
- |