BVT Put 5.2 GLEN 20.12.2024
/ DE000VD6JGH9
BVT Put 5.2 GLEN 20.12.2024/ DE000VD6JGH9 /
| 2024-11-05 1:41:34 PM |
Chg.+0.020 |
Bid2:18:09 PM |
Ask2:18:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
+1.48% |
1.360
Bid Size: 45,000 |
1.370
Ask Size: 45,000 |
Glencore PLC ORD USD... |
5.20 GBP |
2024-12-20 |
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: |
2024-12-20 |
| Issue date: |
2024-05-21 |
| Last trading day: |
2024-12-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.28 |
| Parity: |
1.34 |
| Time value: |
0.06 |
| Break-even: |
4.79 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
3.70% |
| Delta: |
-0.84 |
| Theta: |
0.00 |
| Omega: |
-2.91 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.340 |
| High: |
1.370 |
| Low: |
1.340 |
| Previous Close: |
1.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.14% |
| 1 Month |
|
|
+31.73% |
| 3 Months |
|
|
-9.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.400 |
1.300 |
| 1M High / 1M Low: |
1.470 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.350 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.316 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
