BVT Call 150 ALB 20.12.2024
/ DE000VD21LZ5
BVT Call 150 ALB 20.12.2024/ DE000VD21LZ5 /
| 11/15/2024 7:51:34 PM |
Chg.-0.002 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/28/2024 |
| Last trading day: |
12/20/2024 |
| 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: |
CL |
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: |
|
- |
