BVT Put 110 AMC 20.12.2024
/ DE000VD21LK7
BVT Put 110 AMC 20.12.2024/ DE000VD21LK7 /
| 2024-05-15 8:49:04 AM |
Chg.-0.080 |
Bid8:34:46 PM |
Ask8:34:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-9.09% |
0.970
Bid Size: 52,000 |
0.980
Ask Size: 52,000 |
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: |
-15.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.47 |
| Parity: |
-1.53 |
| Time value: |
0.80 |
| Break-even: |
102.00 |
| Moneyness: |
0.88 |
| Premium: |
0.19 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.27% |
| Delta: |
-0.27 |
| Theta: |
-0.03 |
| Omega: |
-4.15 |
| Rho: |
-0.25 |
Quote data
| Open: |
0.800 |
| High: |
0.800 |
| Low: |
0.800 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.98% |
| 1 Month |
|
|
-41.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.860 |
| 1M High / 1M Low: |
1.700 |
0.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.908 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
