BVT Call 82 ALB 17.01.2025
/ DE000VC3LUP7
BVT Call 82 ALB 17.01.2025/ DE000VC3LUP7 /
| 1/10/2025 10:23:05 AM |
Chg.-0.030 |
Bid5:45:31 PM |
Ask5:45:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-4.84% |
0.550
Bid Size: 47,000 |
0.560
Ask Size: 47,000 |
Albemarle Corporatio... |
82.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
VC3LUP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
9/10/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.55 |
| Parity: |
0.52 |
| Time value: |
0.17 |
| Break-even: |
86.54 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
1.77 |
| Spread abs.: |
0.07 |
| Spread %: |
11.29% |
| Delta: |
0.73 |
| Theta: |
-0.23 |
| Omega: |
9.03 |
| Rho: |
0.01 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.18% |
| 1 Month |
|
|
-73.78% |
| 3 Months |
|
|
-75.00% |
| YTD |
|
|
-20.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.600 |
| 1M High / 1M Low: |
2.250 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.880 |
| Low (YTD): |
1/2/2025 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |