BVT Call 105 ALB 20.12.2024
/ DE000VD79QD9
BVT Call 105 ALB 20.12.2024/ DE000VD79QD9 /
| 2024-11-08 7:56:17 PM |
Chg.-0.120 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-20.69% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
105.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD79QD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-06-19 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.53 |
| Parity: |
-0.39 |
| Time value: |
0.54 |
| Break-even: |
103.37 |
| Moneyness: |
0.96 |
| Premium: |
0.10 |
| Premium p.a.: |
1.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.46 |
| Theta: |
-0.09 |
| Omega: |
7.96 |
| Rho: |
0.04 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.430 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.67% |
| 1 Month |
|
|
-51.58% |
| 3 Months |
|
|
+2.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.460 |
| 1M High / 1M Low: |
0.950 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.578 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
