BVT Put 90 AMC 20.12.2024
/ DE000VD21LP6
BVT Put 90 AMC 20.12.2024/ DE000VD21LP6 /
| 2024-06-18 8:48:36 AM |
Chg.+0.070 |
Bid5:36:32 PM |
Ask5:36:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+9.46% |
0.850
Bid Size: 68,000 |
0.860
Ask Size: 68,000 |
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: |
-11.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.47 |
| Parity: |
-0.37 |
| Time value: |
0.83 |
| Break-even: |
81.70 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
-0.37 |
| Theta: |
-0.02 |
| Omega: |
-4.12 |
| Rho: |
-0.22 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.740 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.77% |
| 1 Month |
|
|
+102.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.510 |
| 1M High / 1M Low: |
0.740 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.472 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
