BVT Put 4.8 GLEN 20.09.2024
/ DE000VD88EG9
BVT Put 4.8 GLEN 20.09.2024/ DE000VD88EG9 /
| 7/24/2024 8:42:40 AM |
Chg.+0.090 |
Bid2:10:23 PM |
Ask2:10:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
+16.67% |
0.580
Bid Size: 47,000 |
0.590
Ask Size: 47,000 |
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: |
-7.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.20 |
| Break-even: |
5.04 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.05 |
| Spread %: |
8.06% |
| Delta: |
-0.63 |
| Theta: |
0.00 |
| Omega: |
-4.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.630 |
| High: |
0.630 |
| Low: |
0.630 |
| Previous Close: |
0.540 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.66% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.390 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.472 |
| 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: |
|
- |
