BVT Put 4.8 GLEN 20.06.2025
/ DE000VD88EB0
BVT Put 4.8 GLEN 20.06.2025/ DE000VD88EB0 /
| 24/07/2024 08:42:40 |
Chg.+0.060 |
Bid09:50:55 |
Ask09:50:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+7.59% |
0.840
Bid Size: 69,000 |
0.850
Ask Size: 69,000 |
Glencore PLC ORD USD... |
4.80 GBP |
20/06/2025 |
Put |
Master data
| WKN: |
VD88EB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Glencore PLC ORD USD0.01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
4.80 GBP |
| Maturity: |
20/06/2025 |
| Issue date: |
04/07/2024 |
| Last trading day: |
20/06/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.27 |
| Parity: |
0.47 |
| Time value: |
0.40 |
| Break-even: |
4.84 |
| Moneyness: |
1.09 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
3.57% |
| Delta: |
-0.50 |
| Theta: |
0.00 |
| Omega: |
-2.99 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.790 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.690 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.746 |
| Avg. volume 1W: |
|
400 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
