BVT Put 64 ALB 17.01.2025
/ DE000VM9CUE5
BVT Put 64 ALB 17.01.2025/ DE000VM9CUE5 /
| 6/20/2024 8:26:44 AM |
Chg.0.000 |
Bid9:32:03 AM |
Ask9:32:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 17,000 |
0.260
Ask Size: 17,000 |
Albemarle Corporatio... |
64.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VM9CUE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
64.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-35.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.47 |
| Parity: |
-3.31 |
| Time value: |
0.26 |
| Break-even: |
56.95 |
| Moneyness: |
0.64 |
| Premium: |
0.39 |
| Premium p.a.: |
0.76 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
-0.11 |
| Theta: |
-0.02 |
| Omega: |
-3.77 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.16% |
| 1 Month |
|
|
+115.52% |
| 3 Months |
|
|
-13.79% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.138 |
| 1M High / 1M Low: |
0.250 |
0.111 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.199 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
