BVT Put 105 ALB 21.06.2024
/ DE000VM4CGQ9
BVT Put 105 ALB 21.06.2024/ DE000VM4CGQ9 /
| 2024-05-24 8:02:37 PM |
Chg.-0.038 |
Bid9:57:56 PM |
Ask9:57:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-36.54% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
105.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-154.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.47 |
| Parity: |
-2.08 |
| Time value: |
0.08 |
| Break-even: |
96.04 |
| Moneyness: |
0.82 |
| Premium: |
0.18 |
| Premium p.a.: |
8.75 |
| Spread abs.: |
0.01 |
| Spread %: |
15.15% |
| Delta: |
-0.09 |
| Theta: |
-0.05 |
| Omega: |
-13.31 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.098 |
| High: |
0.098 |
| Low: |
0.066 |
| Previous Close: |
0.104 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.94% |
| 1 Month |
|
|
-86.53% |
| 3 Months |
|
|
-90.43% |
| YTD |
|
|
-86.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.066 |
| 1M High / 1M Low: |
0.490 |
0.060 |
| 6M High / 6M Low: |
1.230 |
0.060 |
| High (YTD): |
2024-02-05 |
1.170 |
| Low (YTD): |
2024-05-14 |
0.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.608 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
434.95% |
| Volatility 6M: |
|
296.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
