BVT Put 4.4 GLEN 20.06.2025
/ DE000VD88EC8
BVT Put 4.4 GLEN 20.06.2025/ DE000VD88EC8 /
| 8/27/2024 9:47:09 AM |
Chg.-0.040 |
Bid5:19:24 PM |
Ask5:19:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.670EUR |
-5.63% |
0.660
Bid Size: 84,000 |
0.670
Ask Size: 84,000 |
Glencore PLC ORD USD... |
4.40 GBP |
6/20/2025 |
Put |
Master data
| WKN: |
VD88EC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 GBP |
| Maturity: |
6/20/2025 |
| Issue date: |
7/4/2024 |
| Last trading day: |
6/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.59 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.34 |
| Break-even: |
4.50 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-3.43 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.670 |
| High: |
0.670 |
| Low: |
0.670 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.69% |
| 1 Month |
|
|
+15.52% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.640 |
| 1M High / 1M Low: |
0.810 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.667 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.691 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
