BVT Put 4.4 GLEN 21.03.2025
/ DE000VD3H3N1
BVT Put 4.4 GLEN 21.03.2025/ DE000VD3H3N1 /
| 2024-07-23 8:46:20 AM |
Chg.0.000 |
Bid8:07:39 PM |
Ask8:07:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
0.00% |
0.480
Bid Size: 6,300 |
0.510
Ask Size: 6,300 |
Glencore PLC ORD USD... |
4.40 GBP |
2025-03-21 |
Put |
Master data
| WKN: |
VD3H3N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.40 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: |
-11.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.27 |
| Parity: |
-0.04 |
| Time value: |
0.47 |
| Break-even: |
4.76 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
6.82% |
| Delta: |
-0.40 |
| Theta: |
0.00 |
| Omega: |
-4.49 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.71% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
-4.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.350 |
| 1M High / 1M Low: |
0.440 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.398 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.373 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
