BVT Put 170 ALB 21.06.2024
/ DE000VM358F1
BVT Put 170 ALB 21.06.2024/ DE000VM358F1 /
| 2024-04-30 8:02:24 PM |
Chg.+0.360 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.560EUR |
+8.57% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
170.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM358F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.66 |
| Intrinsic value: |
4.66 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.48 |
| Parity: |
4.66 |
| Time value: |
0.00 |
| Break-even: |
112.78 |
| Moneyness: |
1.41 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
-0.92 |
| Theta: |
-0.02 |
| Omega: |
-2.22 |
| Rho: |
-0.21 |
Quote data
| Open: |
4.320 |
| High: |
4.570 |
| Low: |
4.320 |
| Previous Close: |
4.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.14% |
| 1 Month |
|
|
+21.93% |
| 3 Months |
|
|
-9.52% |
| YTD |
|
|
+54.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.250 |
4.200 |
| 1M High / 1M Low: |
5.490 |
3.630 |
| 6M High / 6M Low: |
5.770 |
2.840 |
| High (YTD): |
2024-02-05 |
5.770 |
| Low (YTD): |
2024-01-02 |
3.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.828 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.602 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.473 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.21% |
| Volatility 6M: |
|
127.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
