BVT Put 120 ALB 21.06.2024
/ DE000VM3TL49
BVT Put 120 ALB 21.06.2024/ DE000VM3TL49 /
| 2024-05-24 7:45:15 PM |
Chg.-0.120 |
Bid9:54:36 PM |
Ask9:54:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-26.67% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TL4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-36.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
-0.70 |
| Time value: |
0.32 |
| Break-even: |
107.43 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.01 |
| Spread %: |
3.23% |
| Delta: |
-0.29 |
| Theta: |
-0.10 |
| Omega: |
-10.83 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.330 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.86% |
| 1 Month |
|
|
-69.44% |
| 3 Months |
|
|
-74.02% |
| YTD |
|
|
-59.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.320 |
| 1M High / 1M Low: |
1.080 |
0.250 |
| 6M High / 6M Low: |
1.930 |
0.250 |
| High (YTD): |
2024-02-05 |
1.900 |
| Low (YTD): |
2024-05-14 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.354 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.458 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.106 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.63% |
| Volatility 6M: |
|
251.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
