BVT Put 23 BAYN 16.08.2024
/ DE000VD76C23
BVT Put 23 BAYN 16.08.2024/ DE000VD76C23 /
| 09/07/2024 08:22:55 |
Chg.-0.003 |
Bid11:43:16 |
Ask11:43:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-12.50% |
0.025
Bid Size: 250,000 |
0.035
Ask Size: 250,000 |
BAYER AG NA O.N. |
23.00 EUR |
16/08/2024 |
Put |
Master data
| WKN: |
VD76C2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
23.00 EUR |
| Maturity: |
16/08/2024 |
| Issue date: |
18/06/2024 |
| Last trading day: |
16/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-81.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
-0.31 |
| Time value: |
0.03 |
| Break-even: |
22.68 |
| Moneyness: |
0.88 |
| Premium: |
0.13 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.01 |
| Spread %: |
45.45% |
| Delta: |
-0.16 |
| Theta: |
-0.01 |
| Omega: |
-12.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.021 |
| High: |
0.021 |
| Low: |
0.021 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.033 |
0.023 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
