BVT Put 80 ALB 20.09.2024/  DE000VM8P4M7  /

EUWAX
25/07/2024  08:53:50 Chg.0.000 Bid11:24:32 Ask11:24:32 Underlying Strike price Expiration date Option type
0.400EUR 0.00% 0.410
Bid Size: 19,000
0.420
Ask Size: 19,000
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:   -