BVT Put 4 GLEN 20.09.2024
/ DE000VM3V0U5
BVT Put 4 GLEN 20.09.2024/ DE000VM3V0U5 /
| 21/06/2024 08:54:19 |
Chg.-0.014 |
Bid11:44:42 |
Ask11:44:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
-15.91% |
0.081
Bid Size: 78,000 |
0.091
Ask Size: 78,000 |
Glencore PLC ORD USD... |
4.00 GBP |
20/09/2024 |
Put |
Master data
| WKN: |
VM3V0U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.00 GBP |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-63.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.28 |
| Parity: |
-0.67 |
| Time value: |
0.09 |
| Break-even: |
4.65 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
0.69 |
| Spread abs.: |
0.01 |
| Spread %: |
13.33% |
| Delta: |
-0.17 |
| Theta: |
0.00 |
| Omega: |
-10.77 |
| Rho: |
0.00 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.088 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.94% |
| 1 Month |
|
|
+4.23% |
| 3 Months |
|
|
-75.33% |
| YTD |
|
|
-74.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.087 |
| 1M High / 1M Low: |
0.117 |
0.068 |
| 6M High / 6M Low: |
0.610 |
0.068 |
| High (YTD): |
27/02/2024 |
0.610 |
| Low (YTD): |
03/06/2024 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.086 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.286 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.04% |
| Volatility 6M: |
|
150.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
