BVT Call 115 ALB 20.09.2024
/ DE000VM8XKW6
BVT Call 115 ALB 20.09.2024/ DE000VM8XKW6 /
| 6/13/2024 4:54:18 PM |
Chg.-0.160 |
Bid7:30:03 PM |
Ask7:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-15.53% |
0.790
Bid Size: 58,000 |
0.800
Ask Size: 58,000 |
Albemarle Corporatio... |
115.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM8XKW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/23/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.47 |
| Parity: |
-0.22 |
| Time value: |
0.99 |
| Break-even: |
116.25 |
| Moneyness: |
0.98 |
| Premium: |
0.12 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.53 |
| Theta: |
-0.06 |
| Omega: |
5.61 |
| Rho: |
0.12 |
Quote data
| Open: |
0.970 |
| High: |
1.000 |
| Low: |
0.870 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.09% |
| 1 Month |
|
|
-63.75% |
| 3 Months |
|
|
-64.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
1.030 |
| 1M High / 1M Low: |
2.620 |
1.030 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
