BVT Put 105 ALB 17.01.2025
/ DE000VC9WT58
BVT Put 105 ALB 17.01.2025/ DE000VC9WT58 /
| 1/10/2025 9:06:08 AM |
Chg.+0.04 |
Bid5:09:00 PM |
Ask5:09:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+2.31% |
1.80
Bid Size: 39,000 |
1.81
Ask Size: 39,000 |
Albemarle Corporatio... |
105.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VC9WT5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
105.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.55 |
| Parity: |
1.71 |
| Time value: |
0.10 |
| Break-even: |
83.87 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.83 |
| Spread abs.: |
0.09 |
| Spread %: |
5.23% |
| Delta: |
-0.85 |
| Theta: |
-0.23 |
| Omega: |
-3.97 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.35% |
| 1 Month |
|
|
+233.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
+9.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.43 |
| 1M High / 1M Low: |
1.87 |
0.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.87 |
| Low (YTD): |
1/7/2025 |
1.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |