BVT Put 3.4 GLEN 21.03.2025
/ DE000VD3H3J9
BVT Put 3.4 GLEN 21.03.2025/ DE000VD3H3J9 /
| 2024-07-23 7:54:34 PM |
Chg.+0.016 |
Bid9:43:57 PM |
Ask9:43:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
+15.53% |
-
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: |
-45.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
-1.23 |
| Time value: |
0.12 |
| Break-even: |
3.92 |
| Moneyness: |
0.77 |
| Premium: |
0.26 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
9.43% |
| Delta: |
-0.13 |
| Theta: |
0.00 |
| Omega: |
-5.90 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.115 |
| High: |
0.119 |
| Low: |
0.115 |
| Previous Close: |
0.103 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.35% |
| 1 Month |
|
|
-3.25% |
| 3 Months |
|
|
-25.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.109 |
0.092 |
| 1M High / 1M Low: |
0.121 |
0.075 |
| 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: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
