BVT Put 4.8 GLEN 20.09.2024
/ DE000VD88EG9
BVT Put 4.8 GLEN 20.09.2024/ DE000VD88EG9 /
| 8/27/2024 9:47:09 AM |
Chg.-0.060 |
Bid11:03:40 AM |
Ask11:03:40 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-6.45% |
0.870
Bid Size: 44,000 |
0.880
Ask Size: 44,000 |
Glencore PLC ORD USD... |
4.80 GBP |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
7/4/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.83 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.27 |
| Parity: |
0.83 |
| Time value: |
0.09 |
| Break-even: |
4.75 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
-0.78 |
| Theta: |
0.00 |
| Omega: |
-4.10 |
| Rho: |
0.00 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.930 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.10% |
| 1 Month |
|
|
+40.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.820 |
| 1M High / 1M Low: |
1.040 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.866 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
