BVT Put 130 AMC 20.12.2024
/ DE000VD229W0
BVT Put 130 AMC 20.12.2024/ DE000VD229W0 /
| 2024-04-30 7:55:22 PM |
Chg.+0.200 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
+9.71% |
-
Bid Size: - |
-
Ask Size: - |
ALBEMARLE CORP. D... |
130.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD229W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.48 |
| Parity: |
1.72 |
| Time value: |
0.57 |
| Break-even: |
107.10 |
| Moneyness: |
1.15 |
| Premium: |
0.05 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
-0.59 |
| Theta: |
-0.02 |
| Omega: |
-2.89 |
| Rho: |
-0.57 |
Quote data
| Open: |
2.110 |
| High: |
2.260 |
| Low: |
2.110 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.39% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.640 |
2.060 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.400 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
