BVT Put 4 GLEN 20.12.2024
/ DE000VM999Q9
BVT Put 4 GLEN 20.12.2024/ DE000VM999Q9 /
03/07/2024 20:04:03 |
Chg.-0.023 |
Bid10:27:42 |
Ask10:27:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.124EUR |
-15.65% |
0.119 Bid Size: 72,000 |
0.129 Ask Size: 72,000 |
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: |
-40.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.32 |
Historic volatility: |
0.28 |
Parity: |
-0.79 |
Time value: |
0.14 |
Break-even: |
4.59 |
Moneyness: |
0.86 |
Premium: |
0.17 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
8.00% |
Delta: |
-0.19 |
Theta: |
0.00 |
Omega: |
-7.56 |
Rho: |
-0.01 |
Quote data
Open: |
0.123 |
High: |
0.129 |
Low: |
0.120 |
Previous Close: |
0.147 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.39% |
1 Month |
|
|
-33.69% |
3 Months |
|
|
-54.07% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.197 |
0.124 |
1M High / 1M Low: |
0.225 |
0.124 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.163 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.182 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |