BVT Put 5.2 GLEN 20.12.2024
/ DE000VD6JGH9
BVT Put 5.2 GLEN 20.12.2024/ DE000VD6JGH9 /
03/10/2024 19:43:24 |
Chg.+0.030 |
Bid21:47:45 |
Ask21:47:45 |
Underlying |
Strike price |
Expiration date |
Option type |
1.090EUR |
+2.83% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
5.20 GBP |
20/12/2024 |
Put |
Master data
WKN: |
VD6JGH |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
5.20 GBP |
Maturity: |
20/12/2024 |
Issue date: |
21/05/2024 |
Last trading day: |
20/12/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
1.09 |
Implied volatility: |
0.36 |
Historic volatility: |
0.28 |
Parity: |
1.09 |
Time value: |
0.02 |
Break-even: |
5.14 |
Moneyness: |
1.21 |
Premium: |
0.00 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.05 |
Spread %: |
4.72% |
Delta: |
-0.84 |
Theta: |
0.00 |
Omega: |
-3.92 |
Rho: |
-0.01 |
Quote data
Open: |
1.100 |
High: |
1.100 |
Low: |
1.060 |
Previous Close: |
1.060 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-6.84% |
1 Month |
|
|
-33.13% |
3 Months |
|
|
+55.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.170 |
1.060 |
1M High / 1M Low: |
1.860 |
1.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.114 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.543 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
94.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |