BVT Put 130 ALB 21.06.2024
/ DE000VM3TKY1
BVT Put 130 ALB 21.06.2024/ DE000VM3TKY1 /
| 2024-06-20 10:34:21 AM |
Chg.-0.020 |
Bid12:43:42 PM |
Ask12:43:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
-0.71% |
2.830
Bid Size: 9,000 |
2.870
Ask Size: 9,000 |
Albemarle Corporatio... |
130.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TKY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.83 |
| Intrinsic value: |
2.83 |
| Implied volatility: |
2.93 |
| Historic volatility: |
0.47 |
| Parity: |
2.83 |
| Time value: |
0.03 |
| Break-even: |
92.36 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.05 |
| Spread %: |
1.78% |
| Delta: |
-0.95 |
| Theta: |
-0.70 |
| Omega: |
-3.08 |
| Rho: |
0.00 |
Quote data
| Open: |
2.790 |
| High: |
2.790 |
| Low: |
2.790 |
| Previous Close: |
2.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.49% |
| 1 Month |
|
|
+282.19% |
| 3 Months |
|
|
+97.87% |
| YTD |
|
|
+151.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.090 |
| 1M High / 1M Low: |
2.890 |
0.700 |
| 6M High / 6M Low: |
2.890 |
0.530 |
| High (YTD): |
2024-06-18 |
2.890 |
| Low (YTD): |
2024-05-14 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.606 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.378 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.532 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.66% |
| Volatility 6M: |
|
224.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
