BVT Put 170 ALB 21.06.2024
/ DE000VM358F1
BVT Put 170 ALB 21.06.2024/ DE000VM358F1 /
| 6/18/2024 5:02:15 PM |
Chg.-0.070 |
Bid7:11:08 PM |
Ask7:11:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.440EUR |
-1.08% |
6.600
Bid Size: 35,000 |
6.610
Ask Size: 35,000 |
Albemarle Corporatio... |
170.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM358F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.46 |
| Intrinsic value: |
6.46 |
| Implied volatility: |
2.66 |
| Historic volatility: |
0.47 |
| Parity: |
6.46 |
| Time value: |
0.01 |
| Break-even: |
93.59 |
| Moneyness: |
1.69 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.15% |
| Delta: |
-0.98 |
| Theta: |
-0.17 |
| Omega: |
-1.42 |
| Rho: |
-0.01 |
Quote data
| Open: |
6.470 |
| High: |
6.490 |
| Low: |
6.440 |
| Previous Close: |
6.510 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.74% |
| 1 Month |
|
|
+79.39% |
| 3 Months |
|
|
+49.42% |
| YTD |
|
|
+117.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.510 |
5.260 |
| 1M High / 1M Low: |
6.510 |
3.870 |
| 6M High / 6M Low: |
6.510 |
2.840 |
| High (YTD): |
6/17/2024 |
6.510 |
| Low (YTD): |
1/2/2024 |
3.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.812 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.705 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.406 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.89% |
| Volatility 6M: |
|
120.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
