BVT Call 25.5 BAYN 16.08.2024/  DE000VD8DZ37  /

EUWAX
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:   -