BVT Put 5.2 GLEN 20.12.2024
/ DE000VD6JGH9
BVT Put 5.2 GLEN 20.12.2024/ DE000VD6JGH9 /
| 8/23/2024 8:27:29 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Glencore PLC ORD USD... |
5.20 GBP |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
5/21/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
1.37 |
| Time value: |
0.03 |
| Break-even: |
4.74 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.05 |
| Spread %: |
3.70% |
| Delta: |
-0.82 |
| Theta: |
0.00 |
| Omega: |
-2.78 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.19% |
| 1 Month |
|
|
+28.44% |
| 3 Months |
|
|
+84.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.31 |
| 1M High / 1M Low: |
1.52 |
1.09 |
| 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: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
