BVT Put 155 ALB 21.06.2024
/ DE000VM3TKX3
BVT Put 155 ALB 21.06.2024/ DE000VM3TKX3 /
2024-05-24 8:04:58 PM |
Chg.-0.350 |
Bid9:59:24 PM |
Ask9:59:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.620EUR |
-11.78% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
155.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
VM3TKX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
155.00 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: |
-4.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.54 |
Intrinsic value: |
2.53 |
Implied volatility: |
0.54 |
Historic volatility: |
0.47 |
Parity: |
2.53 |
Time value: |
0.04 |
Break-even: |
117.20 |
Moneyness: |
1.21 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.39% |
Delta: |
-0.89 |
Theta: |
-0.05 |
Omega: |
-4.09 |
Rho: |
-0.10 |
Quote data
Open: |
2.940 |
High: |
2.940 |
Low: |
2.620 |
Previous Close: |
2.970 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.91% |
1 Month |
|
|
-27.42% |
3 Months |
|
|
-24.06% |
YTD |
|
|
+22.43% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.970 |
2.510 |
1M High / 1M Low: |
3.610 |
1.980 |
6M High / 6M Low: |
4.500 |
1.980 |
High (YTD): |
2024-02-05 |
4.500 |
Low (YTD): |
2024-05-14 |
1.980 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.666 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.591 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.177 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
186.17% |
Volatility 6M: |
|
156.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |