BVT Call 125 ALB 20.12.2024
/ DE000VD21LV4
BVT Call 125 ALB 20.12.2024/ DE000VD21LV4 /
| 2024-11-15 7:53:50 PM |
Chg.+0.002 |
Bid8:19:56 PM |
Ask8:19:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.134EUR |
+1.52% |
0.136
Bid Size: 66,000 |
0.146
Ask Size: 66,000 |
Albemarle Corporatio... |
125.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD21LV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
67.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.55 |
| Parity: |
-2.17 |
| Time value: |
0.14 |
| Break-even: |
120.14 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
8.35 |
| Spread abs.: |
0.01 |
| Spread %: |
7.52% |
| Delta: |
0.16 |
| Theta: |
-0.06 |
| Omega: |
11.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.105 |
| High: |
0.134 |
| Low: |
0.103 |
| Previous Close: |
0.132 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.10% |
| 1 Month |
|
|
-41.48% |
| 3 Months |
|
|
-10.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.103 |
| 1M High / 1M Low: |
0.330 |
0.103 |
| 6M High / 6M Low: |
2.280 |
0.091 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.201 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.562 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
867.48% |
| Volatility 6M: |
|
472.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
