BVT Put 145 ALB 21.06.2024
/ DE000VM3TK57
BVT Put 145 ALB 21.06.2024/ DE000VM3TK57 /
| 6/7/2024 8:03:11 PM |
Chg.+0.320 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.830EUR |
+12.75% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
145.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM3TK5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
145.00 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: |
-4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.46 |
| Intrinsic value: |
2.46 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.47 |
| Parity: |
2.46 |
| Time value: |
0.03 |
| Break-even: |
108.23 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
-0.93 |
| Theta: |
-0.06 |
| Omega: |
-4.03 |
| Rho: |
-0.05 |
Quote data
| Open: |
2.490 |
| High: |
2.830 |
| Low: |
2.480 |
| Previous Close: |
2.510 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.02% |
| 1 Month |
|
|
+84.97% |
| 3 Months |
|
|
+5.60% |
| YTD |
|
|
+69.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.510 |
2.160 |
| 1M High / 1M Low: |
2.510 |
1.280 |
| 6M High / 6M Low: |
3.680 |
1.280 |
| High (YTD): |
2/5/2024 |
3.680 |
| Low (YTD): |
5/14/2024 |
1.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.837 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.42% |
| Volatility 6M: |
|
176.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
