BVT Put 125 ALB 21.06.2024
/ DE000VM3TL31
BVT Put 125 ALB 21.06.2024/ DE000VM3TL31 /
| 6/18/2024 8:48:15 AM |
Chg.+0.27 |
Bid5:12:36 PM |
Ask5:12:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.24EUR |
+13.71% |
2.26
Bid Size: 35,000 |
2.27
Ask Size: 35,000 |
Albemarle Corporatio... |
125.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM3TL3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
125.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.27 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.47 |
| Parity: |
2.27 |
| Time value: |
0.01 |
| Break-even: |
93.59 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
-0.97 |
| Theta: |
-0.13 |
| Omega: |
-3.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
2.24 |
| High: |
2.24 |
| Low: |
2.24 |
| Previous Close: |
1.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+105.50% |
| 1 Month |
|
|
+339.22% |
| 3 Months |
|
|
+61.15% |
| YTD |
|
|
+135.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.07 |
| 1M High / 1M Low: |
1.97 |
0.40 |
| 6M High / 6M Low: |
2.25 |
0.38 |
| High (YTD): |
2/15/2024 |
2.25 |
| Low (YTD): |
5/15/2024 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.36% |
| Volatility 6M: |
|
256.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
