BVT Put 4 GLEN 20.12.2024
/ DE000VM999Q9
BVT Put 4 GLEN 20.12.2024/ DE000VM999Q9 /
| 03/10/2024 08:29:41 |
Chg.-0.015 |
Bid16:59:05 |
Ask16:59:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.143EUR |
-9.49% |
0.157
Bid Size: 84,000 |
0.167
Ask Size: 84,000 |
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: |
-33.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-0.35 |
| Time value: |
0.16 |
| Break-even: |
4.65 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
8.39% |
| Delta: |
-0.28 |
| Theta: |
0.00 |
| Omega: |
-9.41 |
| Rho: |
0.00 |
Quote data
| Open: |
0.143 |
| High: |
0.143 |
| Low: |
0.143 |
| Previous Close: |
0.158 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.42% |
| 1 Month |
|
|
-45.00% |
| 3 Months |
|
|
+15.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.157 |
| 1M High / 1M Low: |
0.510 |
0.157 |
| 6M High / 6M Low: |
0.510 |
0.112 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.178 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.345 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.239 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.07% |
| Volatility 6M: |
|
175.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
