BVT Put 4.8 GLEN 20.06.2025
/ DE000VD88EB0
BVT Put 4.8 GLEN 20.06.2025/ DE000VD88EB0 /
| 11/5/2024 8:44:10 AM |
Chg.+0.010 |
Bid10:20:03 AM |
Ask10:20:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
+1.04% |
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: |
0.960 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.00% |
| 1 Month |
|
|
+10.23% |
| 3 Months |
|
|
-9.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.960 |
| 1M High / 1M Low: |
1.080 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.994 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.963 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
