BVT Put 98 ALB 21.06.2024
/ DE000VM4CGS5
BVT Put 98 ALB 21.06.2024/ DE000VM4CGS5 /
| 2024-05-23 4:50:55 PM |
Chg.+0.008 |
Bid5:59:27 PM |
Ask5:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.042EUR |
+23.53% |
0.034
Bid Size: 52,000 |
0.044
Ask Size: 52,000 |
Albemarle Corporatio... |
98.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
VM4CGS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-254.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.47 |
| Parity: |
-2.63 |
| Time value: |
0.05 |
| Break-even: |
90.07 |
| Moneyness: |
0.77 |
| Premium: |
0.23 |
| Premium p.a.: |
12.42 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
-0.05 |
| Theta: |
-0.04 |
| Omega: |
-13.28 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.036 |
| High: |
0.042 |
| Low: |
0.036 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-88.95% |
| 3 Months |
|
|
-91.76% |
| YTD |
|
|
-88.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.042 |
0.031 |
| 1M High / 1M Low: |
0.400 |
0.030 |
| 6M High / 6M Low: |
0.960 |
0.030 |
| High (YTD): |
2024-02-05 |
0.890 |
| Low (YTD): |
2024-05-14 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.127 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.453 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
379.90% |
| Volatility 6M: |
|
302.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
