BVT Put 4.6 GLEN 20.09.2024
/ DE000VM3V2E5
BVT Put 4.6 GLEN 20.09.2024/ DE000VM3V2E5 /
| 23/08/2024 08:57:51 |
Chg.- |
Bid08:04:15 |
Ask08:04:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
- |
0.580
Bid Size: 5,200 |
0.610
Ask Size: 5,200 |
Glencore PLC ORD USD... |
4.60 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM3V2E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.60 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
0.66 |
| Time value: |
0.03 |
| Break-even: |
4.74 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
7.81% |
| Delta: |
-0.85 |
| Theta: |
0.00 |
| Omega: |
-5.85 |
| Rho: |
0.00 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.64% |
| 1 Month |
|
|
+62.79% |
| 3 Months |
|
|
+159.26% |
| YTD |
|
|
+29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.590 |
| 1M High / 1M Low: |
0.830 |
0.410 |
| 6M High / 6M Low: |
1.150 |
0.163 |
| High (YTD): |
27/02/2024 |
1.150 |
| Low (YTD): |
15/07/2024 |
0.163 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.644 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.34% |
| Volatility 6M: |
|
182.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
