BVT Put 98 ALB 21.06.2024
/ DE000VM4CGS5
BVT Put 98 ALB 21.06.2024/ DE000VM4CGS5 /
| 2024-05-22 8:57:08 AM |
Chg.- |
Bid8:03:04 AM |
Ask8:03:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.033EUR |
- |
0.036
Bid Size: 10,000 |
0.046
Ask Size: 10,000 |
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: |
-271.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.47 |
| Parity: |
-2.64 |
| Time value: |
0.04 |
| Break-even: |
89.86 |
| Moneyness: |
0.77 |
| Premium: |
0.23 |
| Premium p.a.: |
11.39 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
-0.05 |
| Theta: |
-0.03 |
| Omega: |
-13.53 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.033 |
| High: |
0.033 |
| Low: |
0.033 |
| Previous Close: |
0.032 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.74% |
| 1 Month |
|
|
-92.83% |
| 3 Months |
|
|
-94.31% |
| YTD |
|
|
-90.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.053 |
0.032 |
| 1M High / 1M Low: |
0.460 |
0.032 |
| 6M High / 6M Low: |
0.930 |
0.032 |
| High (YTD): |
2024-02-15 |
0.880 |
| Low (YTD): |
2024-05-21 |
0.032 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.039 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
365.82% |
| Volatility 6M: |
|
309.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
