BVT Put 140 ALB 17.01.2025
/ DE000VM9CT69
BVT Put 140 ALB 17.01.2025/ DE000VM9CT69 /
| 1/10/2025 8:25:38 AM |
Chg.+0.03 |
Bid4:45:56 PM |
Ask4:45:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.14EUR |
+0.59% |
5.19
Bid Size: 39,000 |
5.20
Ask Size: 39,000 |
Albemarle Corporatio... |
140.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
VM9CT6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
1/31/2024 |
| Last trading day: |
1/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.11 |
| Intrinsic value: |
5.11 |
| Implied volatility: |
2.31 |
| Historic volatility: |
0.55 |
| Parity: |
5.11 |
| Time value: |
0.10 |
| Break-even: |
83.87 |
| Moneyness: |
1.60 |
| Premium: |
0.01 |
| Premium p.a.: |
0.84 |
| Spread abs.: |
0.09 |
| Spread %: |
1.76% |
| Delta: |
-0.90 |
| Theta: |
-0.32 |
| Omega: |
-1.47 |
| Rho: |
-0.02 |
Quote data
| Open: |
5.14 |
| High: |
5.14 |
| Low: |
5.14 |
| Previous Close: |
5.11 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.02% |
| 1 Month |
|
|
+69.64% |
| 3 Months |
|
|
+38.54% |
| YTD |
|
|
+3.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.30 |
4.78 |
| 1M High / 1M Low: |
5.30 |
3.03 |
| 6M High / 6M Low: |
6.11 |
2.81 |
| High (YTD): |
1/3/2025 |
5.30 |
| Low (YTD): |
1/7/2025 |
4.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.33 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.62% |
| Volatility 6M: |
|
97.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |