BVT Call 28 BAYN 16.08.2024
/ DE000VD68D14
BVT Call 28 BAYN 16.08.2024/ DE000VD68D14 /
| 2024-08-02 7:55:21 PM |
Chg.+0.006 |
Bid9:53:11 PM |
Ask9:53:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.050EUR |
+13.64% |
-
Bid Size: - |
-
Ask Size: - |
BAYER AG NA O.N. |
28.00 EUR |
2024-08-16 |
Call |
Master data
| WKN: |
VD68D1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-04 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
43.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.31 |
| Parity: |
-0.06 |
| Time value: |
0.06 |
| Break-even: |
28.63 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
2.59 |
| Spread abs.: |
0.01 |
| Spread %: |
18.87% |
| Delta: |
0.41 |
| Theta: |
-0.03 |
| Omega: |
17.79 |
| Rho: |
0.00 |
Quote data
| Open: |
0.044 |
| High: |
0.054 |
| Low: |
0.044 |
| Previous Close: |
0.044 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.88% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.044 |
| 1M High / 1M Low: |
0.074 |
0.022 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
511.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
