BVT Call 95 ALB 20.12.2024/  DE000VC3HF00  /

EUWAX
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:   -