BVT Call 95 ALB 20.12.2024
/ DE000VC3HF00
BVT Call 95 ALB 20.12.2024/ DE000VC3HF00 /
2024-11-15 8:41:55 AM |
Chg.-0.38 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.02EUR |
-27.14% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
95.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VC3HF0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-09-06 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.67 |
Implied volatility: |
0.57 |
Historic volatility: |
0.55 |
Parity: |
0.67 |
Time value: |
0.40 |
Break-even: |
100.92 |
Moneyness: |
1.07 |
Premium: |
0.04 |
Premium p.a.: |
0.52 |
Spread abs.: |
0.01 |
Spread %: |
0.94% |
Delta: |
0.70 |
Theta: |
-0.09 |
Omega: |
6.30 |
Rho: |
0.05 |
Quote data
Open: |
1.02 |
High: |
1.02 |
Low: |
1.02 |
Previous Close: |
1.40 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.15% |
1 Month |
|
|
-14.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.59 |
0.97 |
1M High / 1M Low: |
1.59 |
0.73 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.04 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
283.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |