BVT Put 74 ALB 20.09.2024
/ DE000VM8XKU0
BVT Put 74 ALB 20.09.2024/ DE000VM8XKU0 /
| 8/29/2024 8:55:59 AM |
Chg.+0.009 |
Bid9:10:19 AM |
Ask9:10:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
+14.75% |
0.070
Bid Size: 20,000 |
0.080
Ask Size: 20,000 |
Albemarle Corporatio... |
74.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
VM8XKU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
74.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/23/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-110.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.49 |
| Parity: |
-1.34 |
| Time value: |
0.07 |
| Break-even: |
65.49 |
| Moneyness: |
0.83 |
| Premium: |
0.18 |
| Premium p.a.: |
12.35 |
| Spread abs.: |
0.01 |
| Spread %: |
16.13% |
| Delta: |
-0.11 |
| Theta: |
-0.05 |
| Omega: |
-11.98 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.070 |
| Previous Close: |
0.061 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.50% |
| 1 Month |
|
|
-59.77% |
| 3 Months |
|
|
+7.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.124 |
0.061 |
| 1M High / 1M Low: |
0.560 |
0.061 |
| 6M High / 6M Low: |
0.560 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.088 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.179 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
634.03% |
| Volatility 6M: |
|
376.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
