BVT Put 94 ALB 21.02.2025
/ DE000VG3BNG8
BVT Put 94 ALB 21.02.2025/ DE000VG3BNG8 /
| 1/24/2025 7:44:12 PM |
Chg.+0.010 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
+1.30% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
94.00 USD |
2/21/2025 |
Put |
Master data
| WKN: |
VG3BNG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
94.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
1/15/2025 |
| Last trading day: |
2/21/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.54 |
| Parity: |
0.50 |
| Time value: |
0.31 |
| Break-even: |
81.47 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
-0.61 |
| Theta: |
-0.09 |
| Omega: |
-6.38 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.730 |
| High: |
0.780 |
| Low: |
0.690 |
| Previous Close: |
0.770 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.40% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.450 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.644 |
| 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: |
|
- |