BVT Put 85 AMC 17.01.2025
/ DE000VD93CF5
BVT Put 85 AMC 17.01.2025/ DE000VD93CF5 /
| 10/01/2025 10:23:36 |
Chg.+0.008 |
Bid17:18:14 |
Ask17:18:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
+4.30% |
0.193
Bid Size: 76,000 |
0.203
Ask Size: 76,000 |
ALBEMARLE CORP. D... |
85.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
VD93CF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ALBEMARLE CORP. DL-,01 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
85.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
17/07/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-39.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.01 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.55 |
| Parity: |
0.01 |
| Time value: |
0.20 |
| Break-even: |
82.85 |
| Moneyness: |
1.00 |
| Premium: |
0.02 |
| Premium p.a.: |
2.39 |
| Spread abs.: |
0.03 |
| Spread %: |
15.59% |
| Delta: |
-0.49 |
| Theta: |
-0.15 |
| Omega: |
-19.52 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.194 |
| High: |
0.194 |
| Low: |
0.194 |
| Previous Close: |
0.186 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.28% |
| 1 Month |
|
|
+68.70% |
| 3 Months |
|
|
-56.89% |
| YTD |
|
|
-33.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.207 |
0.133 |
| 1M High / 1M Low: |
0.370 |
0.115 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2025 |
0.370 |
| Low (YTD): |
07/01/2025 |
0.133 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.185 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
461.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |