BVT Put 80 AMC 20.12.2024
/ DE000VD21LN1
BVT Put 80 AMC 20.12.2024/ DE000VD21LN1 /
| 15/05/2024 19:57:52 |
Chg.+0.049 |
Bid20:17:56 |
Ask20:17:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+24.38% |
0.260
Bid Size: 52,000 |
0.270
Ask Size: 52,000 |
ALBEMARLE CORP. D... |
80.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD21LN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-60.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
-4.53 |
| Time value: |
0.21 |
| Break-even: |
77.94 |
| Moneyness: |
0.64 |
| Premium: |
0.38 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.01 |
| Spread %: |
5.10% |
| Delta: |
-0.08 |
| Theta: |
-0.02 |
| Omega: |
-4.83 |
| Rho: |
-0.07 |
Quote data
| Open: |
0.196 |
| High: |
0.250 |
| Low: |
0.196 |
| Previous Close: |
0.201 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-47.92% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.201 |
| 1M High / 1M Low: |
0.590 |
0.201 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.229 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.399 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
