BVT Put 110 AMC 20.12.2024
/ DE000VD21LK7
BVT Put 110 AMC 20.12.2024/ DE000VD21LK7 /
2024-05-21 8:48:02 AM |
Chg.- |
Bid8:03:03 AM |
Ask8:03:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.880EUR |
- |
0.950 Bid Size: 8,000 |
0.970 Ask Size: 8,000 |
ALBEMARLE CORP. D... |
110.00 - |
2024-12-20 |
Put |
Master data
WKN: |
VD21LK |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ALBEMARLE CORP. DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
110.00 - |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-28 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-13.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.47 |
Parity: |
-0.98 |
Time value: |
0.88 |
Break-even: |
101.20 |
Moneyness: |
0.92 |
Premium: |
0.16 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
1.15% |
Delta: |
-0.31 |
Theta: |
-0.03 |
Omega: |
-4.19 |
Rho: |
-0.27 |
Quote data
Open: |
0.880 |
High: |
0.880 |
Low: |
0.880 |
Previous Close: |
0.850 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-46.99% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.960 |
0.800 |
1M High / 1M Low: |
1.670 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.880 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.134 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.02% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |