BVT Put 74 AMC 20.12.2024
/ DE000VD21LM3
BVT Put 74 AMC 20.12.2024/ DE000VD21LM3 /
| 2024-05-22 1:52:33 PM |
Chg.+0.008 |
Bid4:33:06 PM |
Ask4:33:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.168EUR |
+5.00% |
0.175
Bid Size: 52,000 |
0.185
Ask Size: 52,000 |
ALBEMARLE CORP. D... |
74.00 - |
2024-12-20 |
Put |
Master data
| WKN: |
VD21LM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-65.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
-4.27 |
| Time value: |
0.18 |
| Break-even: |
72.22 |
| Moneyness: |
0.63 |
| Premium: |
0.38 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
5.95% |
| Delta: |
-0.08 |
| Theta: |
-0.01 |
| Omega: |
-4.94 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.165 |
| High: |
0.168 |
| Low: |
0.165 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.62% |
| 1 Month |
|
|
-60.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.178 |
0.158 |
| 1M High / 1M Low: |
0.430 |
0.139 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.167 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.236 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
