BVT Call 150 ALB 20.12.2024/  DE000VD21LZ5  /

Frankfurt Zert./VONT
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:   -