BVT Put 98 ALB 17.01.2025
/ DE000VG09S81
BVT Put 98 ALB 17.01.2025/ DE000VG09S81 /
| 10/01/2025 20:00:32 |
Chg.+0.030 |
Bid21:02:28 |
Ask21:02:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
+2.83% |
1.100
Bid Size: 41,000 |
1.110
Ask Size: 41,000 |
Albemarle Corporatio... |
98.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
VG09S8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
98.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
18/12/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.55 |
| Parity: |
1.03 |
| Time value: |
0.11 |
| Break-even: |
83.78 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.08 |
| Spread %: |
7.55% |
| Delta: |
-0.80 |
| Theta: |
-0.21 |
| Omega: |
-5.95 |
| Rho: |
-0.02 |
Quote data
| Open: |
1.100 |
| High: |
1.130 |
| Low: |
1.050 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.86% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+5.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.080 |
0.740 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
1.310 |
| Low (YTD): |
06/01/2025 |
0.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.942 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |