BVT Put 110 AMC 20.12.2024
/ DE000VD21LK7
BVT Put 110 AMC 20.12.2024/ DE000VD21LK7 /
| 2024-06-11 8:49:11 AM |
Chg.-0.01 |
Bid1:53:22 PM |
Ask1:53:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
-0.82% |
1.24
Bid Size: 24,000 |
1.25
Ask Size: 24,000 |
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: |
-8.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.47 |
| Parity: |
0.40 |
| Time value: |
0.82 |
| Break-even: |
97.80 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.47 |
| Theta: |
-0.02 |
| Omega: |
-4.12 |
| Rho: |
-0.33 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.04% |
| 1 Month |
|
|
+40.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.22 |
1.08 |
| 1M High / 1M Low: |
1.22 |
0.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
