BVT Call 150 ALB 20.12.2024
/ DE000VD21LZ5
BVT Call 150 ALB 20.12.2024/ DE000VD21LZ5 /
2024-11-15 7:51:34 PM |
Chg.-0.002 |
Bid8:19:43 PM |
Ask8:19:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.018EUR |
-10.00% |
0.018 Bid Size: 66,000 |
0.028 Ask Size: 66,000 |
Albemarle Corporatio... |
150.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD21LZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
359.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.65 |
Historic volatility: |
0.55 |
Parity: |
-4.55 |
Time value: |
0.03 |
Break-even: |
142.72 |
Moneyness: |
0.68 |
Premium: |
0.47 |
Premium p.a.: |
55.34 |
Spread abs.: |
0.01 |
Spread %: |
58.82% |
Delta: |
0.04 |
Theta: |
-0.02 |
Omega: |
13.30 |
Rho: |
0.00 |
Quote data
Open: |
0.012 |
High: |
0.018 |
Low: |
0.012 |
Previous Close: |
0.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+80.00% |
1 Month |
|
|
-73.13% |
3 Months |
|
|
-69.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.010 |
1M High / 1M Low: |
0.067 |
0.010 |
6M High / 6M Low: |
1.320 |
0.010 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.268 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,674.66% |
Volatility 6M: |
|
751.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |