BVT Put 140 ALB 20.09.2024
/ DE000VM7SA31
BVT Put 140 ALB 20.09.2024/ DE000VM7SA31 /
| 2024-05-22 8:23:26 AM |
Chg.+0.17 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.97EUR |
+9.44% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
VM7SA3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
1.23 |
| Time value: |
0.73 |
| Break-even: |
109.38 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
-0.57 |
| Theta: |
-0.04 |
| Omega: |
-3.38 |
| Rho: |
-0.28 |
Quote data
| Open: |
1.97 |
| High: |
1.97 |
| Low: |
1.97 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.55% |
| 1 Month |
|
|
-37.46% |
| 3 Months |
|
|
-32.99% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.71 |
| 1M High / 1M Low: |
3.15 |
1.61 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
