BVT Put 5.2 GLEN 20.09.2024
/ DE000VD6JGP2
BVT Put 5.2 GLEN 20.09.2024/ DE000VD6JGP2 /
| 27/08/2024 17:04:13 |
Chg.-0.030 |
Bid17:28:01 |
Ask17:28:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.340EUR |
-2.19% |
1.340
Bid Size: 45,000 |
1.350
Ask Size: 45,000 |
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: |
1.330 |
| High: |
1.340 |
| Low: |
1.330 |
| Previous Close: |
1.370 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+25.23% |
| 3 Months |
|
|
+116.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.310 |
| 1M High / 1M Low: |
1.510 |
1.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.357 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
