BVT Put 140 ALB 20.09.2024
/ DE000VM7SA31
BVT Put 140 ALB 20.09.2024/ DE000VM7SA31 /
| 9/20/2024 8:24:03 AM |
Chg.-0.09 |
Bid9:49:19 AM |
Ask9:49:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.56EUR |
-1.94% |
4.57
Bid Size: 11,000 |
4.70
Ask Size: 11,000 |
Albemarle Corporatio... |
140.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM7SA3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
4.81 |
| Implied volatility: |
3.83 |
| Historic volatility: |
0.52 |
| Parity: |
4.81 |
| Time value: |
0.00 |
| Break-even: |
77.87 |
| Moneyness: |
1.62 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.99 |
| Theta: |
-0.21 |
| Omega: |
-1.60 |
| Rho: |
0.00 |
Quote data
| Open: |
4.56 |
| High: |
4.56 |
| Low: |
4.56 |
| Previous Close: |
4.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
+20.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.73 |
4.50 |
| 1M High / 1M Low: |
5.69 |
4.37 |
| 6M High / 6M Low: |
6.09 |
1.61 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.67% |
| Volatility 6M: |
|
118.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
