BVT Put 105 ALB 21.06.2024
/ DE000VM4CGQ9
BVT Put 105 ALB 21.06.2024/ DE000VM4CGQ9 /
| 2024-05-22 8:57:08 AM |
Chg.+0.008 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.074EUR |
+12.12% |
-
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: |
-138.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
-1.99 |
| Time value: |
0.08 |
| Break-even: |
95.90 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
6.34 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
-0.09 |
| Theta: |
-0.05 |
| Omega: |
-13.05 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.074 |
| High: |
0.074 |
| Low: |
0.074 |
| Previous Close: |
0.066 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.48% |
| 1 Month |
|
|
-89.28% |
| 3 Months |
|
|
-90.75% |
| YTD |
|
|
-84.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.108 |
0.066 |
| 1M High / 1M Low: |
0.690 |
0.066 |
| 6M High / 6M Low: |
1.180 |
0.066 |
| High (YTD): |
2024-02-15 |
1.160 |
| Low (YTD): |
2024-05-21 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.241 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.633 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.07% |
| Volatility 6M: |
|
301.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
