BVT Put 4.4 GLEN 20.12.2024
/ DE000VM8AW18
BVT Put 4.4 GLEN 20.12.2024/ DE000VM8AW18 /
| 04/07/2024 10:22:50 |
Chg.-0.007 |
Bid10:24:21 |
Ask10:24:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.228EUR |
-2.98% |
0.225
Bid Size: 72,000 |
0.235
Ask Size: 72,000 |
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: |
-21.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.28 |
| Parity: |
-0.32 |
| Time value: |
0.26 |
| Break-even: |
4.94 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
8.33% |
| Delta: |
-0.32 |
| Theta: |
0.00 |
| Omega: |
-6.73 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.228 |
| High: |
0.228 |
| Low: |
0.228 |
| Previous Close: |
0.235 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.86% |
| 1 Month |
|
|
-28.75% |
| 3 Months |
|
|
-46.98% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.235 |
| 1M High / 1M Low: |
0.390 |
0.235 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.303 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.326 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
