BVT Call 125 ALB 20.09.2024
/ DE000VM8JDE8
BVT Call 125 ALB 20.09.2024/ DE000VM8JDE8 /
| 29/07/2024 19:48:21 |
Chg.-0.024 |
Bid21:59:19 |
Ask21:59:19 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.100EUR |
-19.35% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
125.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8JDE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
16/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.49 |
| Parity: |
-2.97 |
| Time value: |
0.13 |
| Break-even: |
116.50 |
| Moneyness: |
0.74 |
| Premium: |
0.36 |
| Premium p.a.: |
7.41 |
| Spread abs.: |
0.01 |
| Spread %: |
8.20% |
| Delta: |
0.14 |
| Theta: |
-0.04 |
| Omega: |
8.99 |
| Rho: |
0.02 |
Quote data
| Open: |
0.116 |
| High: |
0.116 |
| Low: |
0.100 |
| Previous Close: |
0.124 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.64% |
| 1 Month |
|
|
-53.70% |
| 3 Months |
|
|
-94.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.153 |
0.124 |
| 1M High / 1M Low: |
0.330 |
0.124 |
| 6M High / 6M Low: |
3.130 |
0.124 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.141 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.218 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.52% |
| Volatility 6M: |
|
240.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
