BVT Call 175 ALB 17.01.2025
/ DE000VM9CNA8
BVT Call 175 ALB 17.01.2025/ DE000VM9CNA8 /
| 2024-05-02 7:51:47 PM |
Chg.+0.070 |
Bid9:36:18 AM |
Ask9:36:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+9.33% |
0.820
Bid Size: 13,000 |
0.840
Ask Size: 13,000 |
Albemarle Corporatio... |
175.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
VM9CNA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2025-01-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.48 |
| Parity: |
-4.63 |
| Time value: |
0.83 |
| Break-even: |
171.40 |
| Moneyness: |
0.72 |
| Premium: |
0.47 |
| Premium p.a.: |
0.72 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
4.41 |
| Rho: |
0.20 |
Quote data
| Open: |
0.700 |
| High: |
0.820 |
| Low: |
0.700 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.59% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
-7.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.680 |
| 1M High / 1M Low: |
1.220 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.777 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.853 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
