BVT Put 170 ALB 21.06.2024
/ DE000VM358F1
BVT Put 170 ALB 21.06.2024/ DE000VM358F1 /
| 21/05/2024 20:04:26 |
Chg.0.000 |
Bid21:59:53 |
Ask21:59:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.870EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
170.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-3.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.67 |
| Intrinsic value: |
3.67 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.47 |
| Parity: |
3.67 |
| Time value: |
0.01 |
| Break-even: |
119.73 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
-0.93 |
| Theta: |
-0.03 |
| Omega: |
-3.02 |
| Rho: |
-0.13 |
Quote data
| Open: |
3.750 |
| High: |
3.920 |
| Low: |
3.750 |
| Previous Close: |
3.870 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-27.26% |
| 3 Months |
|
|
-19.71% |
| YTD |
|
|
+30.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.870 |
3.590 |
| 1M High / 1M Low: |
5.320 |
3.240 |
| 6M High / 6M Low: |
5.770 |
2.840 |
| High (YTD): |
05/02/2024 |
5.770 |
| Low (YTD): |
02/01/2024 |
3.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.118 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.44% |
| Volatility 6M: |
|
126.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
