BVT Put 98 ALB 21.06.2024
/ DE000VM4CGS5
BVT Put 98 ALB 21.06.2024/ DE000VM4CGS5 /
| 20/06/2024 08:57:00 |
Chg.-0.005 |
Bid10:37:02 |
Ask10:37:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.095EUR |
-5.00% |
0.089
Bid Size: 17,000 |
0.099
Ask Size: 17,000 |
Albemarle Corporatio... |
98.00 USD |
21/06/2024 |
Put |
Master data
| WKN: |
VM4CGS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
23/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-83.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.47 |
| Parity: |
-0.14 |
| Time value: |
0.11 |
| Break-even: |
90.08 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
13.27% |
| Delta: |
-0.36 |
| Theta: |
-0.82 |
| Omega: |
-30.15 |
| Rho: |
0.00 |
Quote data
| Open: |
0.095 |
| High: |
0.095 |
| Low: |
0.095 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+630.77% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
-77.38% |
| YTD |
|
|
-73.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.013 |
| 1M High / 1M Low: |
0.100 |
0.009 |
| 6M High / 6M Low: |
0.880 |
0.009 |
| High (YTD): |
15/02/2024 |
0.880 |
| Low (YTD): |
12/06/2024 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.058 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.034 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
762.78% |
| Volatility 6M: |
|
436.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
