BVT Put 105 ALB 21.06.2024
/ DE000VM4CGQ9
BVT Put 105 ALB 21.06.2024/ DE000VM4CGQ9 /
| 6/20/2024 8:57:00 AM |
Chg.0.000 |
Bid10:11:24 AM |
Ask10:11:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
0.00% |
0.510
Bid Size: 10,000 |
0.550
Ask Size: 10,000 |
Albemarle Corporatio... |
105.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM4CGQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.47 |
| Parity: |
0.51 |
| Time value: |
0.06 |
| Break-even: |
92.00 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
10.40 |
| Spread abs.: |
0.05 |
| Spread %: |
9.62% |
| Delta: |
-0.80 |
| Theta: |
-0.80 |
| Omega: |
-12.96 |
| Rho: |
0.00 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+752.46% |
| 1 Month |
|
|
+687.88% |
| 3 Months |
|
|
-13.33% |
| YTD |
|
|
+8.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.061 |
| 1M High / 1M Low: |
0.520 |
0.055 |
| 6M High / 6M Low: |
1.160 |
0.055 |
| High (YTD): |
2/15/2024 |
1.160 |
| Low (YTD): |
6/12/2024 |
0.055 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.519 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
599.38% |
| Volatility 6M: |
|
390.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
