BVT Put 155 ALB 21.06.2024
/ DE000VM3TKX3
BVT Put 155 ALB 21.06.2024/ DE000VM3TKX3 /
| 2024-05-24 8:43:48 AM |
Chg.+0.31 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.98EUR |
+11.61% |
-
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: |
2.98 |
| High: |
2.98 |
| Low: |
2.98 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.63% |
| 1 Month |
|
|
-20.32% |
| 3 Months |
|
|
-15.82% |
| YTD |
|
|
+39.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.98 |
2.22 |
| 1M High / 1M Low: |
3.74 |
2.03 |
| 6M High / 6M Low: |
4.49 |
2.03 |
| High (YTD): |
2024-02-15 |
4.49 |
| Low (YTD): |
2024-05-15 |
2.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.72% |
| Volatility 6M: |
|
163.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
