BVT Put 4.8 GLEN 20.12.2024
/ DE000VD3H3S0
BVT Put 4.8 GLEN 20.12.2024/ DE000VD3H3S0 /
8/27/2024 5:04:18 PM |
Chg.-0.040 |
Bid6:12:54 PM |
Ask6:12:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
-4.35% |
0.880 Bid Size: 3,500 |
0.920 Ask Size: 3,500 |
Glencore PLC ORD USD... |
4.80 GBP |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
4/8/2024 |
Last trading day: |
12/20/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-5.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.84 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.39 |
Historic volatility: |
0.27 |
Parity: |
0.83 |
Time value: |
0.11 |
Break-even: |
4.73 |
Moneyness: |
1.17 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.05 |
Spread %: |
5.62% |
Delta: |
-0.71 |
Theta: |
0.00 |
Omega: |
-3.66 |
Rho: |
-0.01 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.920 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.22% |
1 Month |
|
|
+23.94% |
3 Months |
|
|
+87.23% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.870 |
1M High / 1M Low: |
1.080 |
0.730 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.912 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.927 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |