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: |
|
- |