BVT Call 240 ALB 17.01.2025
/ DE000VD1E3G0
BVT Call 240 ALB 17.01.2025/ DE000VD1E3G0 /
| 11/06/2024 10:31:24 |
Chg.-0.001 |
Bid11:14:26 |
Ask11:14:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
-1.28% |
0.076
Bid Size: 15,000 |
0.086
Ask Size: 15,000 |
Albemarle Corporatio... |
240.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VD1E3G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/03/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
120.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
-11.70 |
| Time value: |
0.09 |
| Break-even: |
223.86 |
| Moneyness: |
0.48 |
| Premium: |
1.11 |
| Premium p.a.: |
2.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.82% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
6.73 |
| Rho: |
0.03 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.078 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
-65.16% |
| 3 Months |
|
|
-81.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.121 |
0.078 |
| 1M High / 1M Low: |
0.290 |
0.078 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.100 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.176 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
