BVT Put 80 ALB 20.09.2024
/ DE000VM8P4M7
BVT Put 80 ALB 20.09.2024/ DE000VM8P4M7 /
| 25/07/2024 08:53:50 |
Chg.0.000 |
Bid19:01:22 |
Ask19:01:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
0.00% |
0.290
Bid Size: 72,000 |
0.300
Ask Size: 72,000 |
Albemarle Corporatio... |
80.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
VM8P4M |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
80.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-20.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.49 |
| Parity: |
-1.00 |
| Time value: |
0.41 |
| Break-even: |
69.71 |
| Moneyness: |
0.88 |
| Premium: |
0.17 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
2.50% |
| Delta: |
-0.26 |
| Theta: |
-0.06 |
| Omega: |
-5.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.00% |
| 1 Month |
|
|
+37.93% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.320 |
| 1M High / 1M Low: |
0.410 |
0.240 |
| 6M High / 6M Low: |
0.620 |
0.081 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.358 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.303 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.94% |
| Volatility 6M: |
|
271.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
