BVT Put 4 GLEN 20.12.2024
/ DE000VM999Q9
BVT Put 4 GLEN 20.12.2024/ DE000VM999Q9 /
| 8/27/2024 9:45:47 AM |
Chg.-0.030 |
Bid12:45:59 PM |
Ask12:45:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-10.71% |
0.240
Bid Size: 86,000 |
0.250
Ask Size: 86,000 |
Glencore PLC ORD USD... |
4.00 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
2/14/2024 |
| Last trading day: |
12/20/2024 |
| 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: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
+19.05% |
| 3 Months |
|
|
+38.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.240 |
| 1M High / 1M Low: |
0.380 |
0.211 |
| 6M High / 6M Low: |
0.690 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.266 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.34% |
| Volatility 6M: |
|
150.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
