BVT Put 3.8 GLEN 21.03.2025
/ DE000VD3H3A8
BVT Put 3.8 GLEN 21.03.2025/ DE000VD3H3A8 /
| 2024-11-05 8:48:57 AM |
Chg.+0.003 |
Bid11:08:15 AM |
Ask11:08:15 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.198EUR |
+1.54% |
0.198
Bid Size: 88,000 |
0.208
Ask Size: 88,000 |
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: |
-22.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
-0.33 |
| Time value: |
0.21 |
| Break-even: |
4.31 |
| Moneyness: |
0.93 |
| Premium: |
0.11 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
6.47% |
| Delta: |
-0.31 |
| Theta: |
0.00 |
| Omega: |
-6.96 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.198 |
| High: |
0.198 |
| Low: |
0.198 |
| Previous Close: |
0.195 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.04% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-38.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.228 |
0.195 |
| 1M High / 1M Low: |
0.250 |
0.167 |
| 6M High / 6M Low: |
0.450 |
0.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.209 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.210 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.234 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
148.88% |
| Volatility 6M: |
|
141.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
