BVT Put 3.4 GLEN 21.03.2025
/ DE000VD3H3J9
BVT Put 3.4 GLEN 21.03.2025/ DE000VD3H3J9 /
2024-08-27 9:47:38 AM |
Chg.-0.012 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.131EUR |
-8.39% |
- Bid Size: - |
- Ask Size: - |
Glencore PLC ORD USD... |
3.40 GBP |
2025-03-21 |
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: |
2025-03-21 |
Issue date: |
2024-04-08 |
Last trading day: |
2025-03-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-33.61 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.07 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.27 |
Parity: |
-0.82 |
Time value: |
0.14 |
Break-even: |
3.87 |
Moneyness: |
0.83 |
Premium: |
0.20 |
Premium p.a.: |
0.38 |
Spread abs.: |
0.01 |
Spread %: |
7.46% |
Delta: |
-0.18 |
Theta: |
0.00 |
Omega: |
-6.09 |
Rho: |
-0.01 |
Quote data
Open: |
0.131 |
High: |
0.131 |
Low: |
0.131 |
Previous Close: |
0.143 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.97% |
1 Month |
|
|
+5.65% |
3 Months |
|
|
+14.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.143 |
0.126 |
1M High / 1M Low: |
0.206 |
0.122 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.133 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
185.96% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |