BVT Put 165 ALB 21.06.2024
/ DE000VM3VUE8
BVT Put 165 ALB 21.06.2024/ DE000VM3VUE8 /
| 07/06/2024 19:43:45 |
Chg.+0.320 |
Bid21:59:37 |
Ask21:59:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.650EUR |
+7.39% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
165.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM3VUE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
165.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.63 |
| Intrinsic value: |
4.63 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.47 |
| Parity: |
4.63 |
| Time value: |
0.04 |
| Break-even: |
106.06 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.94 |
| Theta: |
-0.09 |
| Omega: |
-2.14 |
| Rho: |
-0.05 |
Quote data
| Open: |
4.310 |
| High: |
4.650 |
| Low: |
4.310 |
| Previous Close: |
4.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.72% |
| 1 Month |
|
|
+41.34% |
| 3 Months |
|
|
+4.26% |
| YTD |
|
|
+74.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.650 |
4.120 |
| 1M High / 1M Low: |
4.650 |
2.840 |
| 6M High / 6M Low: |
5.300 |
2.580 |
| High (YTD): |
05/02/2024 |
5.300 |
| Low (YTD): |
02/01/2024 |
2.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.310 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.910 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.97% |
| Volatility 6M: |
|
132.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
