BVT Put 4.8 GLEN 20.12.2024
/ DE000VD3H3S0
BVT Put 4.8 GLEN 20.12.2024/ DE000VD3H3S0 /
| 2024-10-03 8:01:28 PM |
Chg.+0.030 |
Bid9:47:45 PM |
Ask9:48:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
+4.69% |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
4.80 GBP |
2024-12-20 |
Put |
Master data
| WKN: |
VD3H3S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-08 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
0.61 |
| Time value: |
0.07 |
| Break-even: |
5.09 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
6.25% |
| Delta: |
-0.74 |
| Theta: |
0.00 |
| Omega: |
-5.59 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.640 |
| Previous Close: |
0.640 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.46% |
| 1 Month |
|
|
-41.74% |
| 3 Months |
|
|
+59.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.640 |
| 1M High / 1M Low: |
1.400 |
0.640 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.686 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.079 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
147.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
