BVT Put 100 ALB 17.01.2025
/ DE000VM9CUD7
BVT Put 100 ALB 17.01.2025/ DE000VM9CUD7 /
| 2024-09-20 8:27:47 AM |
Chg.-0.06 |
Bid10:01:46 AM |
Ask10:01:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-3.61% |
1.63
Bid Size: 18,000 |
1.71
Ask Size: 18,000 |
Albemarle Corporatio... |
100.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
VM9CUD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
100.00 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: |
-5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
0.96 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.52 |
| Parity: |
0.96 |
| Time value: |
0.63 |
| Break-even: |
73.71 |
| Moneyness: |
1.12 |
| Premium: |
0.08 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.63% |
| Delta: |
-0.56 |
| Theta: |
-0.04 |
| Omega: |
-2.80 |
| Rho: |
-0.20 |
Quote data
| Open: |
1.60 |
| High: |
1.60 |
| Low: |
1.60 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.05% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
+17.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.74 |
1.59 |
| 1M High / 1M Low: |
2.39 |
1.52 |
| 6M High / 6M Low: |
2.75 |
0.62 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.02% |
| Volatility 6M: |
|
141.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
