BVT Put 4 GLEN 20.06.2025
/ DE000VD88D69
BVT Put 4 GLEN 20.06.2025/ DE000VD88D69 /
8/27/2024 4:44:28 PM |
Chg.-0.020 |
Bid5:36:25 PM |
Ask5:36:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.420EUR |
-4.55% |
0.430 Bid Size: 7,000 |
0.450 Ask Size: 7,000 |
Glencore PLC ORD USD... |
4.00 GBP |
6/20/2025 |
Put |
Master data
WKN: |
VD88D6 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Glencore PLC ORD USD0.01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
4.00 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: |
-10.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.27 |
Parity: |
-0.11 |
Time value: |
0.45 |
Break-even: |
4.28 |
Moneyness: |
0.98 |
Premium: |
0.12 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.02 |
Spread %: |
4.65% |
Delta: |
-0.37 |
Theta: |
0.00 |
Omega: |
-4.00 |
Rho: |
-0.02 |
Quote data
Open: |
0.420 |
High: |
0.420 |
Low: |
0.420 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-2.33% |
1 Month |
|
|
+10.53% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.410 |
1M High / 1M Low: |
0.550 |
0.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.433 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.458 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.35% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |