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: |
|
- |