BVT Put 130 ALB 21.06.2024
/ DE000VM3TKY1
BVT Put 130 ALB 21.06.2024/ DE000VM3TKY1 /
2024-06-12 8:48:56 AM |
Chg.-0.01 |
Bid7:26:01 PM |
Ask7:26:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.52EUR |
-0.65% |
1.50 Bid Size: 30,000 |
1.51 Ask Size: 30,000 |
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: |
-6.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.49 |
Implied volatility: |
0.66 |
Historic volatility: |
0.47 |
Parity: |
1.49 |
Time value: |
0.05 |
Break-even: |
105.64 |
Moneyness: |
1.14 |
Premium: |
0.00 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
0.65% |
Delta: |
-0.89 |
Theta: |
-0.11 |
Omega: |
-6.11 |
Rho: |
-0.03 |
Quote data
Open: |
1.52 |
High: |
1.52 |
Low: |
1.52 |
Previous Close: |
1.53 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+137.50% |
3 Months |
|
|
-3.18% |
YTD |
|
|
+36.94% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.53 |
1.12 |
1M High / 1M Low: |
1.53 |
0.55 |
6M High / 6M Low: |
2.59 |
0.55 |
High (YTD): |
2024-02-15 |
2.59 |
Low (YTD): |
2024-05-15 |
0.55 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.29 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.89 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.50 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
279.00% |
Volatility 6M: |
|
238.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |