BVT Put 105 ALB 21.06.2024
/ DE000VM4CGQ9
BVT Put 105 ALB 21.06.2024/ DE000VM4CGQ9 /
| 6/3/2024 8:54:47 AM |
Chg.+0.005 |
Bid7:05:21 PM |
Ask7:05:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
+6.67% |
0.081
Bid Size: 56,000 |
0.091
Ask Size: 56,000 |
Albemarle Corporatio... |
105.00 USD |
6/21/2024 |
Put |
Master data
| WKN: |
VM4CGQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-125.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.47 |
| Parity: |
-1.62 |
| Time value: |
0.09 |
| Break-even: |
95.85 |
| Moneyness: |
0.86 |
| Premium: |
0.15 |
| Premium p.a.: |
16.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
-0.11 |
| Theta: |
-0.08 |
| Omega: |
-14.16 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.075 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-63.80% |
| 3 Months |
|
|
-78.38% |
| YTD |
|
|
-83.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.058 |
| 1M High / 1M Low: |
0.221 |
0.058 |
| 6M High / 6M Low: |
1.180 |
0.058 |
| High (YTD): |
2/15/2024 |
1.160 |
| Low (YTD): |
5/29/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.586 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.74% |
| Volatility 6M: |
|
312.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
