BVT Put 4 GLEN 20.09.2024
/ DE000VM3V0U5
BVT Put 4 GLEN 20.09.2024/ DE000VM3V0U5 /
23/07/2024 08:53:48 |
Chg.-0.004 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
0.071EUR |
-5.33% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
4.00 GBP |
20/09/2024 |
Put |
Master data
WKN: |
VM3V0U |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
20/09/2024 |
Issue date: |
12/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-64.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-0.52 |
Time value: |
0.08 |
Break-even: |
4.67 |
Moneyness: |
0.90 |
Premium: |
0.11 |
Premium p.a.: |
0.94 |
Spread abs.: |
0.01 |
Spread %: |
13.89% |
Delta: |
-0.19 |
Theta: |
0.00 |
Omega: |
-12.40 |
Rho: |
0.00 |
Quote data
Open: |
0.071 |
High: |
0.071 |
Low: |
0.071 |
Previous Close: |
0.075 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+77.50% |
1 Month |
|
|
-4.05% |
3 Months |
|
|
-51.37% |
YTD |
|
|
-75.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.075 |
0.040 |
1M High / 1M Low: |
0.097 |
0.031 |
6M High / 6M Low: |
0.610 |
0.031 |
High (YTD): |
27/02/2024 |
0.610 |
Low (YTD): |
15/07/2024 |
0.031 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.057 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.056 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.234 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
275.88% |
Volatility 6M: |
|
184.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |