BVT Call 180 ALB 20.12.2024
/ DE000VM2VWF3
BVT Call 180 ALB 20.12.2024/ DE000VM2VWF3 /
| 2024-05-17 8:24:42 AM |
Chg.+0.004 |
Bid9:57:05 PM |
Ask9:57:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+6.56% |
0.069
Bid Size: 250,000 |
0.079
Ask Size: 250,000 |
Albemarle Corporatio... |
180.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VM2VWF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-26 |
| Last trading day: |
2024-12-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
-0.47 |
| Time value: |
0.08 |
| Break-even: |
173.23 |
| Moneyness: |
0.72 |
| Premium: |
0.46 |
| Premium p.a.: |
0.88 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
0.30 |
| Theta: |
-0.04 |
| Omega: |
4.65 |
| Rho: |
0.16 |
Quote data
| Open: |
0.065 |
| High: |
0.065 |
| Low: |
0.065 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.33% |
| 1 Month |
|
|
+12.07% |
| 3 Months |
|
|
-18.75% |
| YTD |
|
|
-69.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.061 |
| 1M High / 1M Low: |
0.079 |
0.049 |
| 6M High / 6M Low: |
0.223 |
0.049 |
| High (YTD): |
2024-01-02 |
0.198 |
| Low (YTD): |
2024-04-19 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.063 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.104 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.04% |
| Volatility 6M: |
|
207.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
