BVT Put 150 ALB 21.06.2024
/ DE000VM3TLH4
BVT Put 150 ALB 21.06.2024/ DE000VM3TLH4 /
| 2024-05-22 8:49:00 AM |
Chg.+0.25 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
+12.69% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM3TLH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 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: |
-5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
2.15 |
| Time value: |
0.08 |
| Break-even: |
115.90 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
-0.85 |
| Theta: |
-0.05 |
| Omega: |
-4.47 |
| Rho: |
-0.10 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
1.97 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-38.84% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
+16.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.22 |
1.82 |
| 1M High / 1M Low: |
3.63 |
1.66 |
| 6M High / 6M Low: |
4.08 |
1.66 |
| High (YTD): |
2024-02-15 |
4.08 |
| Low (YTD): |
2024-05-15 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.53% |
| Volatility 6M: |
|
173.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
