BVT Put 5.2 GLEN 20.12.2024
/ DE000VD6JGH9
BVT Put 5.2 GLEN 20.12.2024/ DE000VD6JGH9 /
| 08/11/2024 19:45:42 |
Chg.+0.250 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+20.16% |
-
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: |
-3.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.25 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.28 |
| Parity: |
1.25 |
| Time value: |
0.31 |
| Break-even: |
4.71 |
| Moneyness: |
1.25 |
| Premium: |
0.06 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.05 |
| Spread %: |
3.31% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-2.15 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.360 |
| High: |
1.520 |
| Low: |
1.360 |
| Previous Close: |
1.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.37% |
| 1 Month |
|
|
+25.21% |
| 3 Months |
|
|
+7.97% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.240 |
| 1M High / 1M Low: |
1.490 |
1.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.376 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
