BVT Put 115 AMC 20.12.2024
/ DE000VD21LE0
BVT Put 115 AMC 20.12.2024/ DE000VD21LE0 /
| 2024-05-15 8:49:04 AM |
Chg.-0.08 |
Bid8:34:27 PM |
Ask8:34:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.96EUR |
-7.69% |
1.14
Bid Size: 52,000 |
1.15
Ask Size: 52,000 |
ALBEMARLE CORP. D... |
115.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21LE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
115.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.47 |
| Parity: |
-1.03 |
| Time value: |
0.96 |
| Break-even: |
105.40 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.31 |
| Theta: |
-0.03 |
| Omega: |
-4.04 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.96 |
| High: |
0.96 |
| Low: |
0.96 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
-38.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
1.02 |
| 1M High / 1M Low: |
1.94 |
1.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
