BVT Put 110 ALB 20.09.2024
/ DE000VM7SA15
BVT Put 110 ALB 20.09.2024/ DE000VM7SA15 /
| 2024-05-03 2:01:28 PM |
Chg.-0.020 |
Bid2:01:28 PM |
Ask2:01:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
-2.53% |
0.770
Bid Size: 21,000 |
0.780
Ask Size: 21,000 |
Albemarle Corporatio... |
110.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SA1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-14.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.65 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.48 |
| Parity: |
-1.43 |
| Time value: |
0.79 |
| Break-even: |
94.62 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
1.28% |
| Delta: |
-0.27 |
| Theta: |
-0.04 |
| Omega: |
-4.05 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.780 |
| High: |
0.780 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.63% |
| 1 Month |
|
|
-11.49% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.110 |
0.790 |
| 1M High / 1M Low: |
1.380 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.922 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
