BVT Put 140 ALB 21.06.2024
/ DE000VM3TKZ8
BVT Put 140 ALB 21.06.2024/ DE000VM3TKZ8 /
| 13/06/2024 19:52:33 |
Chg.+0.530 |
Bid21:59:50 |
Ask21:59:50 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.000EUR |
+21.46% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM3TKZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.47 |
| Parity: |
2.53 |
| Time value: |
0.04 |
| Break-even: |
103.78 |
| Moneyness: |
1.24 |
| Premium: |
0.00 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.39% |
| Delta: |
-0.92 |
| Theta: |
-0.13 |
| Omega: |
-3.74 |
| Rho: |
-0.03 |
Quote data
| Open: |
2.580 |
| High: |
3.000 |
| Low: |
2.530 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.93% |
| 1 Month |
|
|
+156.41% |
| 3 Months |
|
|
+44.93% |
| YTD |
|
|
+104.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
2.070 |
| 1M High / 1M Low: |
2.520 |
0.990 |
| 6M High / 6M Low: |
3.330 |
0.990 |
| High (YTD): |
05/02/2024 |
3.330 |
| Low (YTD): |
14/05/2024 |
0.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.06% |
| Volatility 6M: |
|
190.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
