BVT Put 3.8 GLEN 21.03.2025
/ DE000VD3H3A8
BVT Put 3.8 GLEN 21.03.2025/ DE000VD3H3A8 /
| 2024-07-23 8:46:20 AM |
Chg.-0.003 |
Bid8:06:42 PM |
Ask8:06:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.197EUR |
-1.50% |
0.217
Bid Size: 10,000 |
0.227
Ask Size: 10,000 |
Glencore PLC ORD USD... |
3.80 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
VD3H3A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
3.80 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: |
-25.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.27 |
| Parity: |
-0.75 |
| Time value: |
0.21 |
| Break-even: |
4.30 |
| Moneyness: |
0.86 |
| Premium: |
0.18 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
5.05% |
| Delta: |
-0.22 |
| Theta: |
0.00 |
| Omega: |
-5.49 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.197 |
| Previous Close: |
0.200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.28% |
| 1 Month |
|
|
+2.60% |
| 3 Months |
|
|
-21.20% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.200 |
0.156 |
| 1M High / 1M Low: |
0.215 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.179 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
