BVT Put 4 GLEN 20.06.2025
/ DE000VD88D69
BVT Put 4 GLEN 20.06.2025/ DE000VD88D69 /
10/3/2024 8:43:11 AM |
Chg.-0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-5.88% |
- Bid Size: - |
- Ask Size: - |
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: |
-15.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.28 |
Parity: |
-0.35 |
Time value: |
0.34 |
Break-even: |
4.46 |
Moneyness: |
0.93 |
Premium: |
0.13 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
-0.32 |
Theta: |
0.00 |
Omega: |
-4.79 |
Rho: |
-0.01 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.340 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-23.81% |
1 Month |
|
|
-27.27% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.420 |
0.340 |
1M High / 1M Low: |
0.650 |
0.340 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.360 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.515 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
136.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |