BVT Put 4.8 GLEN 20.06.2025
/ DE000VD88EB0
BVT Put 4.8 GLEN 20.06.2025/ DE000VD88EB0 /
11/5/2024 10:11:04 AM |
Chg.0.000 |
Bid10:38:33 AM |
Ask10:38:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.970EUR |
0.00% |
0.970 Bid Size: 60,000 |
0.980 Ask Size: 60,000 |
Glencore PLC ORD USD... |
4.80 GBP |
6/20/2025 |
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: |
6/20/2025 |
Issue date: |
7/4/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.93 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.34 |
Historic volatility: |
0.28 |
Parity: |
0.87 |
Time value: |
0.15 |
Break-even: |
4.70 |
Moneyness: |
1.18 |
Premium: |
0.03 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.04 |
Spread %: |
4.08% |
Delta: |
-0.65 |
Theta: |
0.00 |
Omega: |
-3.11 |
Rho: |
-0.03 |
Quote data
Open: |
0.970 |
High: |
0.970 |
Low: |
0.970 |
Previous Close: |
0.970 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.90% |
1 Month |
|
|
+25.97% |
3 Months |
|
|
-16.38% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.020 |
0.950 |
1M High / 1M Low: |
1.070 |
0.750 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.980 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.960 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |