BVT Call 180 ALB 20.09.2024
/ DE000VM7SBW7
BVT Call 180 ALB 20.09.2024/ DE000VM7SBW7 /
2024-05-17 7:52:13 PM |
Chg.+0.030 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+10.34% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
180.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7SBW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-03 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
39.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.47 |
Parity: |
-4.68 |
Time value: |
0.30 |
Break-even: |
168.63 |
Moneyness: |
0.72 |
Premium: |
0.42 |
Premium p.a.: |
1.75 |
Spread abs.: |
0.01 |
Spread %: |
3.45% |
Delta: |
0.18 |
Theta: |
-0.04 |
Omega: |
7.07 |
Rho: |
0.06 |
Quote data
Open: |
0.290 |
High: |
0.380 |
Low: |
0.290 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.67% |
1 Month |
|
|
+10.34% |
3 Months |
|
|
-48.39% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.390 |
0.270 |
1M High / 1M Low: |
0.390 |
0.215 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.316 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.295 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
271.61% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |