BVT Put 5.2 GLEN 20.09.2024
/ DE000VD6JGP2
BVT Put 5.2 GLEN 20.09.2024/ DE000VD6JGP2 /
27/08/2024 09:45:34 |
Chg.-0.06 |
Bid16:44:52 |
Ask16:44:52 |
Underlying |
Strike price |
Expiration date |
Option type |
1.34EUR |
-4.29% |
1.33 Bid Size: 44,000 |
1.34 Ask Size: 44,000 |
Glencore PLC ORD USD... |
5.20 GBP |
20/09/2024 |
Put |
Master data
WKN: |
VD6JGP |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.20 GBP |
Maturity: |
20/09/2024 |
Issue date: |
21/05/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.93 |
Historic volatility: |
0.27 |
Parity: |
1.30 |
Time value: |
0.10 |
Break-even: |
4.74 |
Moneyness: |
1.27 |
Premium: |
0.02 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.05 |
Spread %: |
3.70% |
Delta: |
-0.81 |
Theta: |
-0.01 |
Omega: |
-2.79 |
Rho: |
0.00 |
Quote data
Open: |
1.34 |
High: |
1.34 |
Low: |
1.34 |
Previous Close: |
1.40 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+2.29% |
1 Month |
|
|
+26.42% |
3 Months |
|
|
+106.15% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.40 |
1.31 |
1M High / 1M Low: |
1.51 |
1.06 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.35 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
105.85% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |