BVT Put 4 GLEN 20.12.2024
/ DE000VM999Q9
BVT Put 4 GLEN 20.12.2024/ DE000VM999Q9 /
27/08/2024 10:31:44 |
Chg.-0.020 |
Bid13:03:01 |
Ask13:03:01 |
Underlying |
Strike price |
Expiration date |
Option type |
0.240EUR |
-7.69% |
0.240 Bid Size: 86,000 |
0.250 Ask Size: 86,000 |
Glencore PLC ORD USD... |
4.00 GBP |
20/12/2024 |
Put |
Master data
WKN: |
VM999Q |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 GBP |
Maturity: |
20/12/2024 |
Issue date: |
14/02/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.27 |
Parity: |
-0.11 |
Time value: |
0.27 |
Break-even: |
4.46 |
Moneyness: |
0.98 |
Premium: |
0.08 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.02 |
Spread %: |
8.00% |
Delta: |
-0.39 |
Theta: |
0.00 |
Omega: |
-6.96 |
Rho: |
-0.01 |
Quote data
Open: |
0.240 |
High: |
0.240 |
Low: |
0.240 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.69% |
1 Month |
|
|
+11.63% |
3 Months |
|
|
+40.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.240 |
1M High / 1M Low: |
0.400 |
0.218 |
6M High / 6M Low: |
0.660 |
0.113 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.290 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.263 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
239.18% |
Volatility 6M: |
|
144.28% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |