BVT Put 3.4 GLEN 21.03.2025
/ DE000VD3H3J9
BVT Put 3.4 GLEN 21.03.2025/ DE000VD3H3J9 /
10/3/2024 8:48:01 AM |
Chg.-0.006 |
Bid4:30:01 PM |
Ask4:30:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.086EUR |
-6.52% |
0.092 Bid Size: 84,000 |
0.102 Ask Size: 84,000 |
Glencore PLC ORD USD... |
3.40 GBP |
3/21/2025 |
Put |
Master data
WKN: |
VD3H3J |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
3.40 GBP |
Maturity: |
3/21/2025 |
Issue date: |
4/8/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-53.73 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.28 |
Parity: |
-1.07 |
Time value: |
0.10 |
Break-even: |
3.99 |
Moneyness: |
0.79 |
Premium: |
0.23 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.01 |
Spread %: |
11.63% |
Delta: |
-0.13 |
Theta: |
0.00 |
Omega: |
-7.08 |
Rho: |
0.00 |
Quote data
Open: |
0.086 |
High: |
0.086 |
Low: |
0.086 |
Previous Close: |
0.092 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-29.51% |
1 Month |
|
|
-35.34% |
3 Months |
|
|
+2.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.122 |
0.092 |
1M High / 1M Low: |
0.250 |
0.092 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.100 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.174 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
208.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |