BVT Put 90 AMC 20.12.2024
/ DE000VD21LP6
BVT Put 90 AMC 20.12.2024/ DE000VD21LP6 /
| 2024-06-14 7:57:10 PM |
Chg.+0.120 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+19.05% |
-
Bid Size: - |
-
Ask Size: - |
ALBEMARLE CORP. D... |
90.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21LP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.47 |
| Parity: |
-0.67 |
| Time value: |
0.76 |
| Break-even: |
82.40 |
| Moneyness: |
0.93 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
-0.33 |
| Theta: |
-0.02 |
| Omega: |
-4.16 |
| Rho: |
-0.20 |
Quote data
| Open: |
0.630 |
| High: |
0.750 |
| Low: |
0.630 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.23% |
| 1 Month |
|
|
+82.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.510 |
| 1M High / 1M Low: |
0.750 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.469 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
