BVT Put 120 ALB 21.06.2024
/ DE000VM3TL49
BVT Put 120 ALB 21.06.2024/ DE000VM3TL49 /
| 19/06/2024 08:48:14 |
Chg.+0.10 |
Bid17:30:01 |
Ask17:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+5.62% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM3TL4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.47 |
| Parity: |
1.91 |
| Time value: |
0.00 |
| Break-even: |
92.64 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
-0.98 |
| Theta: |
-0.10 |
| Omega: |
-4.74 |
| Rho: |
-0.01 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+180.60% |
| 1 Month |
|
|
+437.14% |
| 3 Months |
|
|
+79.05% |
| YTD |
|
|
+132.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
0.67 |
| 1M High / 1M Low: |
1.78 |
0.26 |
| 6M High / 6M Low: |
1.94 |
0.26 |
| High (YTD): |
15/02/2024 |
1.94 |
| Low (YTD): |
20/05/2024 |
0.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.26% |
| Volatility 6M: |
|
279.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
