BVT Put 4.8 GLEN 20.09.2024
/ DE000VD88EG9
BVT Put 4.8 GLEN 20.09.2024/ DE000VD88EG9 /
2024-07-23 7:57:06 PM |
Chg.+0.120 |
Bid9:44:57 PM |
Ask9:44:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.620EUR |
+24.00% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.80 GBP |
2024-09-20 |
Put |
Master data
WKN: |
VD88EG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.80 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2024-07-04 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-9.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.43 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
0.43 |
Time value: |
0.15 |
Break-even: |
5.12 |
Moneyness: |
1.08 |
Premium: |
0.03 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.05 |
Spread %: |
9.43% |
Delta: |
-0.65 |
Theta: |
0.00 |
Omega: |
-5.91 |
Rho: |
-0.01 |
Quote data
Open: |
0.610 |
High: |
0.620 |
Low: |
0.600 |
Previous Close: |
0.500 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+55.00% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.400 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.462 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |