BVT Call 140 ALB 17.01.2025
/ DE000VM9B2C7
BVT Call 140 ALB 17.01.2025/ DE000VM9B2C7 /
| 2024-06-14 8:03:26 PM |
Chg.-0.090 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-13.04% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM9B2C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
-3.41 |
| Time value: |
0.61 |
| Break-even: |
136.88 |
| Moneyness: |
0.74 |
| Premium: |
0.42 |
| Premium p.a.: |
0.80 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.30 |
| Theta: |
-0.03 |
| Omega: |
4.82 |
| Rho: |
0.14 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.600 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.17% |
| 1 Month |
|
|
-62.73% |
| 3 Months |
|
|
-68.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.600 |
| 1M High / 1M Low: |
1.760 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.786 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
