BVT Call 25.5 BAYN 16.08.2024
/ DE000VD8DZ37
BVT Call 25.5 BAYN 16.08.2024/ DE000VD8DZ37 /
| 15/08/2024 19:51:04 |
Chg.+0.020 |
Bid20:51:08 |
Ask20:51:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.068EUR |
+41.67% |
0.068
Bid Size: 52,000 |
0.079
Ask Size: 52,000 |
BAYER AG NA O.N. |
25.50 EUR |
16/08/2024 |
Call |
Master data
| WKN: |
VD8DZ3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.50 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
20/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
47.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.32 |
| Parity: |
0.03 |
| Time value: |
0.02 |
| Break-even: |
26.04 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
16.90 |
| Spread abs.: |
0.01 |
| Spread %: |
22.73% |
| Delta: |
0.66 |
| Theta: |
-0.16 |
| Omega: |
31.48 |
| Rho: |
0.00 |
Quote data
| Open: |
0.053 |
| High: |
0.068 |
| Low: |
0.050 |
| Previous Close: |
0.048 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.62% |
| 1 Month |
|
|
-54.97% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.048 |
| 1M High / 1M Low: |
0.240 |
0.048 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
383.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
