BVT Call 25.5 BAYN 16.08.2024
/ DE000VD8DZ37
BVT Call 25.5 BAYN 16.08.2024/ DE000VD8DZ37 /
| 2024-08-02 8:29:58 AM |
Chg.-0.031 |
Bid5:44:54 PM |
Ask5:44:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.182EUR |
-14.55% |
0.210
Bid Size: 68,000 |
0.220
Ask Size: 68,000 |
BAYER AG NA O.N. |
25.50 EUR |
2024-08-16 |
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: |
2024-08-16 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.31 |
| Parity: |
0.18 |
| Time value: |
0.03 |
| Break-even: |
27.61 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.01 |
| Spread %: |
4.98% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
10.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.182 |
| High: |
0.182 |
| Low: |
0.182 |
| Previous Close: |
0.213 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.82% |
| 1 Month |
|
|
+63.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.213 |
| 1M High / 1M Low: |
0.250 |
0.097 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.231 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.174 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
342.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
